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확산과정의 계량경제학적 추정기법에 관한 연구 : 베이지안 MCMC를 중심으로

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dc.contributor.advisor유근관-
dc.contributor.author빈기범-
dc.date.accessioned2009-12-18-
dc.date.available2009-12-18-
dc.date.copyright2004.-
dc.date.issued2004-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000056082kor
dc.identifier.urihttps://hdl.handle.net/10371/21324-
dc.description학위논문(박사)--서울대학교 대학원 :경제학부 경제학전공,2004.ko
dc.format.extentxi, 354 p.ko
dc.language.isoko-
dc.publisher서울대학교 대학원ko
dc.subject베이지안 MCMC 기법ko
dc.subjectBayesian Markov Chain Monte-Carlo (MCMC)ko
dc.subject자료확장을 통한 깁스추출법ko
dc.subjectGibbs sampling with data augmentationko
dc.subject메트로폴리스-헤스팅스 알고리듬ko
dc.subjectMetropolis-Hastings algorithm (MH algorithm)ko
dc.subject국면전환 확산과정ko
dc.subjectswitching diffusionko
dc.subject도약확산과정ko
dc.subjectjump diffusionko
dc.subject도약확산과정에 대한 순차적 추정기법ko
dc.subjectsequential estimation technique for jump diffusionko
dc.title확산과정의 계량경제학적 추정기법에 관한 연구 : 베이지안 MCMC를 중심으로ko
dc.typeThesis-
dc.contributor.department경제학부 경제학전공-
dc.description.degreeDoctorko
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