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2004³âµµ 1Çб⠷ù±Ù°ü ±³¼ö °í±Þ°è·®°æÁ¦Çבּ¸ °ÀǾȳ»
À̹ø Çб⠰ÀÇ´Â 1997³â¿¡ ÀÌ¾î µÎ¹ø°·Î ´ëÇа£
¿¬ÇÕ°ÀÇ·Î °èȹÇÏ°í ÀÖ½À´Ï´Ù. ¼¿ï´ëÇб³ÀÇ
·ù±Ù°ü, ±èÀ翵 ±³¼ö, °í·Á´ëÇб³ÀÇ ±èâÁø,
ȲÀ±Àç ±³¼ö, ±×¸®°í ÀÌÈ¿©ÀÚ´ëÇб³ÀÇ ±èâ½Ä
±³¼ö µî ÃÑ 5¸íÀÇ ±³¼ö°¡ °¢ÀÚ 3ÁÖ¾¿ÀÇ °ÀǸ¦
¸Ã°Ô µË´Ï´Ù. ÀáÁ¤ÀûÀÎ ÀÏÁ¤ ¹× °Àdz»¿ëÀº ¾Æ·¡¿Í
°°°í ÃßÈÄ °ÀÇ°èȹ¼°¡ ±¸ºñµÇ´Â´ë·Î ¿©±â¿¡ ´Ù½Ã
°Ô½ÃÇÏ°Ú½À´Ï´Ù.
1. Àå¼Ò: ¼¿ï´ë, ÀÌ´ë, °í´ë
(°ÀÇÇϽô ±³¼ö´Ô ¼Ò¼Ó´ëÇÐ.)
2. ½Ã°£: ±âº»ÀûÀ¸·Î ¸ÅÁÖ È¿äÀÏ Àú³á 6-9 µ¿¾ÈÀÇ ¼¼ ½Ã°£
3. °ÀÇ ÀÏÁ¤
(1) 3/2: ´ëÇк°/´ã´ç±³¼öº°·Î ¼Ò¼Ó ´ëÇп¡¼ ¸¸³ª¼
°ú¸ñ¿¡ ´ëÇÑ ¿À¸®¿£Å×À̼Ç
(2) 3/9, 3,16, 3/23: ÀÌÈ¿©´ë ±èâ½Ä±³¼ö´Ô.
-Frequency Domain Approach
-Long memory Time series
(3) 3/30, 4/6, 4/13: ¼¿ï´ëÇб³ ±èÀ翵±³¼ö´Ô
- Moment based inference
- Empirical Likelihood and Information theoretic
approach to likelihood
- Structural Change
(4) 4/20, 4,27, 5/4: °í·Á´ëÇб³ ±èâÁø±³¼ö´Ô.
- State-Space Models, Kalman Filter, and Their recent
extensions
- Markov-switching Models and their recent
extensions.
-±âº»ÀûÀÎ Bayesian Approach and MCMC
(5) 5/11, 5/18, 5/25: ¼¿ï´ëÇб³ ·ù±Ù°ü±³¼ö´Ô.
- ÆгÎÀÚ·á¸ðÇü
- º£ÀÌÁö¾È MCMC ±â¹ýÀÇ ÀÀ¿ë
(5.1) limited dependent variables ¸ðÇü¿¡ÀÇ ÀÀ¿ë
(5.2) diffusion processes ÃßÁ¤¿¡ÀÇ ÀÀ¿ë
(6) 6/1, 6/8, 6/15 (ȤÀº 6/10): ÀÌÈ¿©ÀÚ´ëÇб³ ȲÀ±Àç±³¼ö´Ô
- Nonparametric Methods
- Semiaparametric models and their applications
- Bootstrap Methods
(6) ±× ÀÌÈÄ´Â ´ëÇк°/´ã´ç±³¼öº° ÇØ´ç´ëÇп¡¼ ¸¸³ª ¸¶¹«¸®.
1997³â¿¡ ¿¬ÇÕ°ÀǸ¦ óÀ½ ÇßÀ» ¶§ ÇлýµéÀÇ ¹ÝÀÀÀº ´ëü·Î ÁÁ¾Ò½À´Ï´Ù. ¿©·¯ºÐÀÌ °ü½ÉÀÖ´Â ºÐ¾ß¸¦ ÁýÁßÀûÀ¸·Î ¼ö°ÇÒ ¼ö ÀÖ´Â ÀåÁ¡ÀÌ Àֱ⠶§¹®ÀÔ´Ï´Ù. ´Ù¸¸ ´ÜÁ¡Àº Àý¹Ý ÀÌ»óÀÇ ¼ö¾÷À» ŸÇб³¿¡¼ ¼ö°ÇØ¾ß µÈ´Ù´Â "°Å·¡ºñ¿ë"ÀÔ´Ï´Ù. ºñ¿ëº¸´Ù ÇýÅÃÀÌ Å©´Ù´Â ÆÇ´ÜÀ» ÇÏ°í ÀÖ°í ù ¿¬ÇÕ°ÀÇ ¼ö°»ýÀÇ °ßÇصµ À̸¦ µÞ¹ÞħÇÏ´Â °ÍÀ¸·Î ÆÇ´ÜÇÏ¿© À̹ø¿¡ ¿¬ÇÕ°ÀǸ¦ ´Ù½Ã ½ÃµµÇÏ°Ô µÇ¾ú½À´Ï´Ù. ¸¹Àº °ü½É°ú Âü¿©¸¦ ±â´ëÇÕ´Ï´Ù. ÇÑ °¡Áö ¸»ÇÏ°í ½ÍÀº °ÍÀº ±×Àú ¼îÇÎÇϵíÀÌ ¼ö°Çϱ⿡´Â ºÎ´ãÀÌ Å« ¼ö¾÷ÀÔ´Ï´Ù. °¢¿À°¡ µÇ¾î ÀÖ°í »ó´çÇÑ ÅõÀÚ¸¦ ÇÏ·Á´Â Çлýµé¸¸ û°Çϱ⠹ٶø´Ï´Ù.
·ù±Ù°ü ±³¼ö |
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typofinder |
ÇýÅú¸´Ù ºñ¿ëÀÌ Å«°Ô ¾Æ´Ï¶ó, ±× ¹Ý´ë°ÚÁÒ? ^^ |
[2004.01.21] |
dear typofinder: |
Á¦ »ý°¢Àº (±×·¯³ª)°¡ »ý·«µÇ¾î Àִ°Ŷó »ý°¢Çϴµ¥¿ä..ºñ¿ëÀÌ ´õ Å©´Ù¸é, ¼ö¾÷ °³¼³ÀÌ ´Ù½Ã ½ÃµµµÇÁö ¾Ê¾Ò°ÚÁö¿ä.. |
[2004.01.27] |
sukkyung |
ù¼ö¾÷Àº ¾îµð¿¡¼ ¿¸®³ª¿ä?? ¾Ë·ÁÁÖ¼¼¿ä. ²À ¼ö¾÷À» µè°í ½Í½À´Ï´Ù |
[2004.02.26] |
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¼ö¾÷¿¡ ´ëÇÑ ÀÚ¼¼ÇÑ »çÇ×Àº ¼ö¾÷½Ã°£¿¡,
±×¸®°í ȨÆäÀÌÁö¿¡ ÃßÈÄ °ø°íµÉ ¿¹Á¤ÀÔ´Ï´Ù. |
[2004.02.28] |
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