Regression modelEconometrics / time series

Bayesijanski test jedinice korena po Phillips-Perronu

Bayesijanski test jedinice korena po Phillips-Perronu kombinuje neparametarsku korekciju dugoročne varijanse klasičnog Phillips-Perron testa sa Bayesijanskim inferencijalnim okvirom. Umesto p-vrednosti, daje posteriornu verovatnoću ili Bayesov faktor koji kvantifikuje dokaze za ili protiv jedinice korena, omogućavajući istraživačima da uključe prethodno ekonomsko znanje i dobiju izjave o verovatnoći direktno o postojanosti vremenske serije.

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Izvori

  1. Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335-346. DOI: 10.1093/biomet/75.2.335
  2. Sims, C. A., & Uhlig, H. (1991). Understanding unit rooters: A helicopter tour. Econometrica, 59(6), 1591-1599. DOI: 10.2307/2938280

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Bayesian Phillips-Perron Unit Root Test. ScholarGate. https://scholargate.app/sr/econometrics/bayesian-pp-unit-root-test

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ScholarGateBayesian PP unit root test (Bayesian Phillips-Perron Unit Root Test). Preuzeto 2026-06-15 sa https://scholargate.app/sr/econometrics/bayesian-pp-unit-root-test · Skup podataka: https://doi.org/10.5281/zenodo.20539026