Σύγκριση μεθόδων
Εξετάστε τις επιλεγμένες μεθόδους δίπλα-δίπλα· οι γραμμές που διαφέρουν επισημαίνονται.
| Δοκιμή KPSS με Διαρθρωτική Αλλαγή× | Δοκιμή Ζίβοτ-Άντριους για Δομικά Θραύσματα× | |
|---|---|---|
| Πεδίο | Οικονομετρία | Οικονομετρία |
| Οικογένεια | Regression model | Regression model |
| Έτος προέλευσης≠ | 2002-2005 | 1992 |
| Δημιουργός≠ | Kurozumi (2002); Carrion-i-Silvestre, Del Barrio & Lopez-Bazo (2005) | Eric Zivot and Donald W. K. Andrews |
| Τύπος≠ | Stationarity test with structural breaks | Unit root test with endogenous structural break |
| Θεμελιώδης πηγή≠ | Carrion-i-Silvestre, J. L., Del Barrio, T., & Lopez-Bazo, E. (2005). Breaking the panels: An application to the GDP per capita. Econometrics Journal, 8(2), 159-175. DOI ↗ | Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270. DOI ↗ |
| Εναλλακτικές ονομασίες | KPSS test with breaks, structural break stationarity test, KPSS break test, SB-KPSS | ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test |
| Συναφείς | 6 | 6 |
| Σύνοψη≠ | The structural break KPSS test extends the standard Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test to allow for one or more known or unknown structural breaks in the level or trend of a time series. Under the null hypothesis the series is stationary around a broken deterministic component, enabling researchers to distinguish genuine unit-root behaviour from apparent non-stationarity caused by regime shifts. | The Zivot-Andrews (ZA) test is a unit root test that endogenously identifies the most likely location of a single structural break in a time series. Unlike the standard ADF test, it does not require the researcher to pre-specify when the break occurred, making it robust to data-driven regime shifts such as policy changes, financial crises, or major economic events. |
| ScholarGateΣύνολο δεδομένων ↗ |
|
|