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Unit root tests based on the generalized Durbin-Watson statistics : 일반화 더빈-왓슨 통계량을 이용한 단위근 검정

DC Field Value Language
dc.contributor.advisor조신섭-
dc.contributor.author김병수-
dc.date.accessioned2010-02-22-
dc.date.available2010-02-22-
dc.date.copyright1997.-
dc.date.issued1997-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000079859eng
dc.identifier.urihttps://hdl.handle.net/10371/56005-
dc.descriptionThesis (doctoral)--서울대학교 대학원 :통계학과,1997.en
dc.format.extentiv, 99 p.en
dc.language.isoenen
dc.publisher서울대학교 대학원en
dc.subject시계열en
dc.subjectTime seriesen
dc.subject정상성en
dc.subjectstationarityen
dc.subject단위근 검정en
dc.subjectUnit root testsen
dc.subject일반 단위근en
dc.subjectRegular unit rooten
dc.subject계절 단위근en
dc.subjectSeasonal unit rooten
dc.titleUnit root tests based on the generalized Durbin-Watson statisticsen
dc.title.alternative일반화 더빈-왓슨 통계량을 이용한 단위근 검정-
dc.typeThesis-
dc.contributor.department통계학과-
dc.description.degreeDoctoren
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