DC 欄位 | 值 | 語言 |
dc.contributor | 國立臺灣大學經濟學系暨研究所 | zh_TW |
dc.contributor.author | 管中閔 | zh_TW |
dc.creator | 管中閔 | - |
dc.date | 1999-07-31 | zh_TW |
dc.date.accessioned | 2006-07-26T01:33:28Z | - |
dc.date.accessioned | 2018-06-28T15:09:26Z | - |
dc.date.available | 2006-07-26T01:33:28Z | - |
dc.date.available | 2018-06-28T15:09:26Z | - |
dc.date.issued | 1999-07-31 | - |
dc.identifier | 882415H002018 | zh_TW |
dc.identifier.uri | http://ntur.lib.ntu.edu.tw//handle/246246/18633 | - |
dc.description.abstract | 本文根據一般化波動檢定的原則
來分析結構性變化的監測檢定,並且
推導出此檢定的極限特性。本文也提
出以移動估計值來建立兩種不同的監
測檢定,模擬結果顯示監測效果比使
用遞迴性的監測檢定效果為佳。 | zh_TW |
dc.format | application/pdf | zh_TW |
dc.format.extent | 41311 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language | zh-TW | zh_TW |
dc.language.iso | zh_TW | - |
dc.publisher | 臺北市:國立臺灣大學經濟學系暨研究所 | zh_TW |
dc.rights | 國立臺灣大學經濟學系暨研究所 | zh_TW |
dc.subject | 結構性變化 | zh_TW |
dc.subject | 監測 | zh_TW |
dc.subject | 一般化波動檢 | zh_TW |
dc.title | 以一般化波動檢定法監測結構性改變 | zh_TW |
dc.type | report | en |
dc.identifier.uri.fulltext | http://ntur.lib.ntu.edu.tw/bitstream/246246/18633/1/882415H002018.pdf | - |
dc.coverage | 計畫年度:88;起迄日期:1998-08-01/1999-07-31 | zh_TW |
item.openairetype | report | - |
item.fulltext | with fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_93fc | - |
item.grantfulltext | open | - |
item.languageiso639-1 | zh_TW | - |
item.cerifentitytype | Publications | - |
crisitem.author.dept | Finance | - |
crisitem.author.dept | Institute of Statistics and Data Science | - |
crisitem.author.parentorg | College of Management | - |
crisitem.author.parentorg | College of Science | - |
顯示於: | 經濟學系
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