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WLS (Weighted Least Squares) sa strukturnim lomom (Structural Break WLS)

WLS sa strukturnim lomom kombinira procjenu ponderiranih najmanjih kvadrata (Weighted Least Squares, WLS) s eksplicitnom detekcijom i korekcijom strukturnih lomova — naglih promjena režima — u podacima. Identificiranjem točaka loma i dodjeljivanjem pondera na razini opažanja koji uzimaju u obzir heteroskedastičnost unutar i među režimima, procjenitelj daje dosljedne, efikasne procjene koeficijenata čak i kada se varijanca pogreške dramatično mijenja na lomu.

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Izvori

  1. Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78. DOI: 10.2307/2998540
  2. Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Weighted Least Squares with Structural Break Correction. ScholarGate. https://scholargate.app/hr/econometrics/structural-break-wls

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ScholarGateStructural Break WLS (Weighted Least Squares with Structural Break Correction). Preuzeto 2026-06-15 s https://scholargate.app/hr/econometrics/structural-break-wls · Skup podataka: https://doi.org/10.5281/zenodo.20539026