Volume number304号 2019年
VARモデルの残差を...

VARモデルの残差を説明変数として用いる回帰分析のシミュレーション

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VARモデルの残差を説明変数として用いる回帰分析のシミュレーション

Call No. (NDL)
Z71-K104
Bibliographic ID of National Diet Library
030219766
Material type
記事
Author
木下 亮
Publisher
国分寺 : 東京経済大学経営学会
Publication date
2019
Material Format
Paper
Journal name
東京経大学会誌. 経営学 = The journal of Tokyo Keizai University / 東京経済大学経営学会 編 (304):2019
Publication Page
p.61-71
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Paper

Material Type
記事
Author/Editor
木下 亮
Author Heading
Alternative Title
Simulation Study of Regressions with VAR Residuals
Periodical title
東京経大学会誌. 経営学 = The journal of Tokyo Keizai University / 東京経済大学経営学会 編
No. or year of volume/issue
(304):2019
Issue
304
Pages
61-71
Publication date of volume/issue (W3CDTF)
2019