Publications
Detailed Information
GMM estimation for the cointegrated VAR model : 공적분된 벡터 자기회귀 모형에서의 일반화 적률 추정법
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 조신섭
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- 벡터 오차수정모형 ; Vector error correction model ; 공적분 ; cointegration ; 계절형 공적분 ; seasonal cointegration ; 일반화 적률 추정량 ; GMM estimator
- Description
- Thesis(doctors) --서울대학교 대학원 :통계학과,2008.8.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000041408
https://hdl.handle.net/10371/20635
- Files in This Item:
- There are no files associated with this item.
- Appears in Collections:
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.