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https://ah.lib.nccu.edu.tw/handle/140.119/85806| 題名: | 含有非定態數列的階層式因子模型 | 其他題名: | Hierarchical Factor Models with Possible Non-Stationary Components | 作者: | 徐士勛 | 貢獻者: | 經濟學系 | 關鍵詞: | 共同因子;非定態;階層式因子模型;主成分分析法;變異數分解;納入因子的向量自我迴歸模型;自我迴歸落後項分布模型 common factor;non-stationarity;hierarchical factor model;principal component analysis;variance decomposition;factor-augmented vector autoregres- sive (FAVAR) model;autoregressive distributed lag (ARDL) model |
日期: | 2013 | 上傳時間: | 20-Apr-2016 | 關聯: | 計畫編號 NSC 102-2410-H004-019-MY2 | 資料類型: | report |
| Appears in Collections: | 國科會研究計畫 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 102-2410-H004-019-MY2.pdf | 370.12 kB | Adobe PDF2 | View/Open |
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