Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Struktuurilise murde KPSS-test× | Struktuurilise murdega Phillips-Perroni ühikjuure test× | |
|---|---|---|
| Valdkond | Ökonomeetria | Ökonomeetria |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 2002-2005 | 1988/1997 |
| Looja≠ | Kurozumi (2002); Carrion-i-Silvestre, Del Barrio & Lopez-Bazo (2005) | Pierre Perron (building on Phillips & Perron) |
| Tüüp≠ | Stationarity test with structural breaks | Hypothesis test |
| Algallikas≠ | 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 ↗ | Perron, P. (1997). Further evidence on breaking trend functions in macroeconomic variables. Journal of Econometrics, 80(2), 355-385. DOI ↗ |
| Rööpnimetused | KPSS test with breaks, structural break stationarity test, KPSS break test, SB-KPSS | break-augmented PP test, Phillips-Perron test with structural break, structural break unit root test, PP unit root test with break |
| Seotud≠ | 6 | 0 |
| Kokkuvõte≠ | 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 structural break Phillips-Perron (PP) unit root test extends the classical PP framework to allow for one or more discrete shifts in the level or trend of a time series. By endogenously or exogenously identifying break dates and controlling for them, it tests the null of a unit root against a trend-stationary alternative that accommodates structural change, avoiding the spurious acceptance of non-stationarity caused by ignored breaks. |
| ScholarGateAndmestik ↗ |
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