時系列における構造変化検定法のシミュレーションによる比較

Journal name: 琉球大学経済研究 = Ryukyu University economic review / 琉球大学国際地域創造学部編 (78) 2009.9

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Material Type: 記事
Title: 時系列における構造変化検定法のシミュレーションによる比較
Author/Editor: 杉田勝弘
大西裕子
Author Heading: 杉田勝弘
大西裕子
Alternative Title: Testing for structural breaks: a survey and comparison using Monte Carlo simulations
Periodical title: 琉球大学経済研究 = Ryukyu University economic review / 琉球大学国際地域創造学部編
No. or year of volume/issue: (78) 2009.9
Issue: 78
Pages: 25～41
Publication date of volume/issue (W3CDTF): 2009-09
ISSN (Periodical Title): 0557-580X
ISSN-L (Periodical Title): 0557-580X
Publication (Periodical Title): 西原町 (沖縄県) : 琉球大学国際地域創造学部
Place of Publication (Country Code): JP
Text Language Code: jpn
NDLC: ZD11
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z3-1075
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): 10510495
http://id.ndl.go.jp/bib/10510495
Bibliographic Record Category (NDL): 632