Sammenlign metoder
Gjennomgå de valgte metodene side om side; rader som avviker, er uthevet.
| KPSS-test med strukturelle brudd× | Strukturell brudd ADF-test for enhetsrot× | |
|---|---|---|
| Fagfelt | Økonometri | Økonometri |
| Familie | Regression model | Regression model |
| Opprinnelsesår≠ | 2002-2005 | 1989-1992 |
| Opphavsperson≠ | Kurozumi (2002); Carrion-i-Silvestre, Del Barrio & Lopez-Bazo (2005) | Perron (1989); Zivot and Andrews (1992) |
| Type≠ | Stationarity test with structural breaks | Unit root test with structural break |
| Opprinnelig kilde≠ | 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. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361-1401. DOI ↗ |
| Alias | KPSS test with breaks, structural break stationarity test, KPSS break test, SB-KPSS | ADF with structural break, Perron unit root test, break-augmented ADF, unit root test with structural change |
| Relaterte | 6 | 6 |
| Sammendrag≠ | 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 ADF unit root test extends the standard Augmented Dickey-Fuller test to allow for one or more discrete shifts in the level or trend of a time series. Because ignoring a structural break inflates the apparent persistence of a series, this test prevents false acceptance of the unit root null when the series is actually stationary around a shifting mean or trend. |
| ScholarGateDatasett ↗ |
|
|