| dc.contributor | 經濟學系 | |
| dc.creator (作者) | 徐士勛 | zh_TW |
| dc.date (日期) | 2013 | |
| dc.date.accessioned | 20-四月-2016 17:12:50 (UTC+8) | - |
| dc.date.available | 20-四月-2016 17:12:50 (UTC+8) | - |
| dc.date.issued (上傳時間) | 20-四月-2016 17:12:50 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/85806 | - |
| dc.format.extent | 378999 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | 計畫編號 NSC 102-2410-H004-019-MY2 | |
| dc.subject (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 | |
| dc.subject (關鍵詞) | common factor;non-stationarity;hierarchical factor model;principal component analysis;variance decomposition;factor-augmented vector autoregres- sive (FAVAR) model;autoregressive distributed lag (ARDL) model | |
| dc.title (題名) | 含有非定態數列的階層式因子模型 | zh_TW |
| dc.title.alternative (其他題名) | Hierarchical Factor Models with Possible Non-Stationary Components | |
| dc.type (資料類型) | report | |
