I(1)とI(2)が混在する共和分時系列の多変量Beveridge-Nelson分解(筒井義郎教授退職記念号)

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Material Type: 記事
Title: I(1)とI(2)が混在する共和分時系列の多変量Beveridge-Nelson分解
Author/Editor: 村澤康友
Series Title: 筒井義郎教授退職記念号
Author Heading: 村澤康友
Alternative Title: Multivariate Beveridge-Nelson Decomposition of I(1) and I(2) Series with Cointegration
Periodical title: 甲南経済学論集
No. or year of volume/issue: 60(3・4)=289・290:2020.3
Volume: 60
Issue: 3・4
Sequential issue number: 289・290
Pages: 111-124
Publication date of volume/issue (W3CDTF): 2020-03
ISSN (Periodical Title): 0452-4187
ISSN-L (Periodical Title): 0452-4187
Publication (Periodical Title): 神戸 : 甲南大学経済学会
Place of Publication (Country Code): JP
Text Language Code: jpn
Subject Heading: トレンド
ギャップ
自然率
単位根
NDLC: ZD11
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z3-267
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 030679612
http://id.ndl.go.jp/bib/030679612
Bibliographic Record Category (NDL): 632