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Tests for various types of seasonal cointegration : 계절형 공적분 모형에서의 검정법
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- Authors
- Advisor
- 조신섭
- Issue Date
- 2004
- Publisher
- 서울대학교 대학원
- Keywords
- 계절형 공적분 ; Seasonal cointegration ; 가우시안 축소 계수 추정 ; Gaussian reduced rank estimation ; 계수 검정 ; Rank test ; 최대 고유치 검정 ; Maximum eigenvalue test ; 점근적 독립성 ; Asymptotically uncorrelated
- Description
- Thesis (doctoral)--서울대학교 대학원 :통계학과,2004.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000054336
https://hdl.handle.net/10371/20705
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