Enhedsrod og kointegration
69 metoder i denne familie.
Udvalgte
ARDL-grænsetesten (Pesaran Bounds Test)The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and SAugmented Dickey-Fuller (ADF) EnhedsrødtestThe Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling.Augmented Dickey-Fuller (ADF) EnhedsrodstestThe Augmented Dickey-Fuller test is the standard procedure for determining whether a univariate time series contains a unit root — that is, whether the series is non-stationary. ItBreitung Panel Unit-Root TestThe Breitung test, introduced by Jörg Breitung in 2000, is a nonparametric panel unit-root test designed to assess whether all cross-sectional units in a balanced panel share a comKrydssektionsmæssigt Augmenteret Dickey-Fuller (CADF) TestThe Cross-sectionally Augmented Dickey-Fuller (CADF) test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed to handle cross-sectional dependence aCIPS TestThe CIPS test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed for panels in which the cross-sectional units share unobserved common factors that
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Alle metoder 69
ARDL-grænsetesten (Pesaran Bounds Test)Augmented Dickey-Fuller (ADF) EnhedsrødtestAugmented Dickey-Fuller (ADF) EnhedsrodstestBreitung Panel Unit-Root TestKrydssektionsmæssigt Augmenteret Dickey-Fuller (CADF) TestCIPS TestKointegrationstest (Johansen / Engle-Granger)Kryds-sektionel ARDLKryds-sektionel NARDLDF-GLS Test: GLS-Detrended Dickey-Fuller Unit-Root TestDynamisk OLS-estimator (Dynamic Ordinary Least Squares - DOLS)Engle-Granger KointegrationstestERS punkt-optimal enhedsrodstestFisher Panel Unit-Root TestFourier ADF Unit Root TestFourier ARDL Bounds TestFourier Engle-Granger KointegrationstestFourier Johansen KointegrationstestFourier KPSS-testen for stationaritet med glatte strukturelle brudFourier Phillips-Perron (Fourier PP) EnhedrodstestFourier Zivot-Andrews enhedsrodstestGregory-Hansen Kointegrationstest med RegimeskiftHatemi-J kointegrationstest med to regimeskiftIm-Pesaran-Shin (IPS) Panel Unit-Rod TestKPSS-stationaritetstestLee-Strazicich LM-enhedsrodstest med to strukturelle brudLevin-Lin-Chu (LLC) Panel Enhed Rods TestLumsdaine-Papell enhedrodstest med to strukturelle brudMaki KointegrationstestDen ikke-lineære ADF-enhed rodtest (KSS-test)Ikke-lineær ARDL (NARDL) ModelIkke-lineær Engle-Granger møntintegrationIkke-lineær KPSS-testIkke-lineær PP enhedrodstestIkke-lineær Zivot-Andrews Enhed Rod TestPanel ADF Unit Root TestPanel ARDL Bounds TestPanel Cointegration Tests (Pedroni, Kao, Westerlund)Panel DF-GLSPanel Engle-Granger KointegrationstestPanel Johansen-kointegrationstestPanel KPSS-testen (Hadri Panel Stationarity Test)Panel NARDL (Panel Nonlinear Autoregressive Distributed Lag) ModelPanel Phillips-Perron enhedsrodstestPanel Zivot-Andrews Test for Unit Roots med Strukturelle BrudPANIC Test: Panel Unit Root Analysis with Common Factor DecompositionPhillips-Ouliaris residualbaserede kointegrationstestPhillips-Perron (PP) enhedstestPhillips-Perron enhedsrodstestRobust Augmented Dickey-Fuller Unit Root TestRobust Engle-Granger KointegrationstestDen Robuste Johansen KointegrationstestRobust KPSS-test for stationaritetRobust Phillips-Perron (PP) enhedsrodstestRobust Zivot-Andrews TestStrukturel Brud ADF EnhedrodstestDen strukturelle brud Engle-Granger kointegrationstestKPSS-testen for strukturelle brudPhillips-Perron enhedsrodstesten med strukturelt brudZivot-Andrews test for strukturelle brudTidsvarierende parameter ADF enhedsrodtestTidsvarierende parameter ARDL-grænsetestTidsvarierende parameter Engle-Granger kointegrationTidsserie-varierende parameter KPSS-testTidsvarierende parameter PP enhedrodstestTidsvarierende parameter Zivot-Andrews enhedsrodstestYield Line TheoryZivot-Andrews Strukturel Brud TestZivot-Andrews enhedstest med ét strukturelt brud