Punca unit dan kointegrasi
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Sorotan
Ujian Sempadan ARDL (Ujian Sempadan Pesaran)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 SUjian Punca Unit Augmented Dickey-Fuller (ADF)The 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.Ujian Punca Unit Augmented Dickey-Fuller (ADF)The 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. ItUjian Punca-Unit Panel BreitungThe 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 comUjian Cross-sectionally Augmented Dickey-Fuller (CADF)The 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 aUjian CIPSThe 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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Semua kaedah 69
Ujian Sempadan ARDL (Ujian Sempadan Pesaran)Ujian Punca Unit Augmented Dickey-Fuller (ADF)Ujian Punca Unit Augmented Dickey-Fuller (ADF)Ujian Punca-Unit Panel BreitungUjian Cross-sectionally Augmented Dickey-Fuller (CADF)Ujian CIPSUjian Kointegrasi (Johansen / Engle-Granger)ARDL Keratan RentasNARDL Keratan RentasUjian DF-GLS: Ujian Punca Unit Dickey-Fuller yang Diturunkan GLSPrakiraan Kuasa Dua Terkecil Biasa Dinamik (DOLS)Ujian Kointegrasi Engle-GrangerUjian Titik-Optimal ERS (Elliott-Rothenberg-Stock)Ujian Akar Unit Panel FisherUjian Akar Unit ADF FourierUjian Sempadan ARDL FourierUjian Kointegrasi Fourier Engle-GrangerUjian Kointegrasi Johansen FourierUjian KPSS Fourier untuk kestabilan dengan pecah struktur yang licinUjian Punca Unit Fourier Phillips-Perron (Fourier PP)Ujian Akar Unit Fourier Zivot-AndrewsUjian Gregory-Hansen Cointegration dengan Peralihan RejimUjian Kointegrasi Hatemi-J dengan Dua Peralihan RejimUjian Unit-Root Panel Im-Pesaran-Shin (IPS)Ujian Stasioneriti KPSSUjian Kestabilan Punca Unit Lee-Strazicich dengan Dua Pecahan StrukturUjian Unit-Akar Panel Levin-Lin-Chu (LLC)Ujian Punca-Unit Lumsdaine-Papell dengan Dua Pecahan StrukturUjian Kointegrasi MakiUjian Punca Unit ADF Tak Linear (Ujian KSS)Model ARDL Taklinear (NARDL)Kointegrasi Engle-Granger Tak LinearUjian KPSS NonlinearUjian Punca Unit PP NonlinearUjian Punca Unit Zivot-Andrews Tak LinearUjian Punca Unit ADF PanelUjian Batas ARDL PanelUjian Kointegrasi Panel (Pedroni, Kao, Westerlund)Ujian Kekerabatan Siri Panel DF-GLSUjian Kointegrasi Panel Engle-GrangerUjian Kointegrasi Panel JohansenUjian Panel KPSS (Ujian Kestabilan Hadri Panel)Model Lag Teragih Autoregresif Tak Linear Panel (Panel NARDL)Ujian Akar Unit Panel Phillips-PerronUjian Akar Unit Pecahan Struktur Zivot-Andrews PanelUjian PANIC: Analisis Punca Unit Panel dengan Penguraian Faktor LazimUjian Kointegrasi Berasaskan Sisaan Phillips-OuliarisUjian Punca Unit Phillips-Perron (PP)Ujian Akar Unit Phillips-PerronUjian Punca Gabungan ADF Tandaan TeguhUjian Kointegrasi Engle-Granger yang TeguhUjian Kointegrasi Johansen RobustUjian KPSS Robust untuk KestabilanUjian Punca Unit Phillips-Perron (PP) TeguhUjian Robust Zivot-AndrewsUjian Punca Unit ADF Pecahan StrukturUjian Kointegrasi Engle-Granger Pecah StrukturUjian KPSS Pecahan StrukturUjian Punca Unit Phillips-Perron Pecahan StrukturUjian Akar Unit Zivot-Andrews Pecahan StrukturUjian Punca Unit ADF Parameter Bervariasi MasaUjian sempadan ARDL parameter berubah masaKointegrasi Engle-Granger Parameter Variasi MasaUjian KPSS Parameter Bervariasi MasaUjian Punca Unit Parameter Bervariasi Masa Phillips-PerronUjian Punca Nombor Zivot-Andrews Parameter Bervariasi MasaTeori Garis LenturUjian Perubahan Struktur Zivot-AndrewsUjian Punca Unit Zivot-Andrews dengan Satu Pecahan Struktur