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Unit root tests based on the generalized Durbin-Watson statistics : 일반화 더빈-왓슨 통계량을 이용한 단위근 검정
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- Authors
- Advisor
- 조신섭
- Issue Date
- 1997
- Publisher
- 서울대학교 대학원
- Keywords
- 시계열 ; Time series ; 정상성 ; stationarity ; 단위근 검정 ; Unit root tests ; 일반 단위근 ; Regular unit root ; 계절 단위근 ; Seasonal unit root
- Description
- Thesis (doctoral)--서울대학교 대학원 :통계학과,1997.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000079859
https://hdl.handle.net/10371/56005
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