Regression modelEconometrics / time series

Robusni prošireni Dickey-Fullerov test jediničnog korena

Robusni ADF test jediničnog korena proširuje klasičnu ADF proceduru poboljšanjima koja koriguju distorzije veličine koje nastaju usled heteroskedastičnih ili serijski korelisanih grešaka, kao i usled lošeg izbora dužine laga. Oslanjajući se na GLS detrendiranje (Elliott, Rothenberg, and Stock 1996) i modifikovane informacione kriterijume (Ng and Perron 2001), on obezbeđuje pouzdanu veličinu i snagu u prisustvu nestandardnih procesa grešaka koji su uobičajeni u makroekonomskim i finansijskim vremenskim serijama.

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Izvori

  1. Ng, S., and Perron, P. (2001). Lag length selection and the construction of unit root tests with good size and power. Econometrica, 69(6), 1519-1554. DOI: 10.1111/1468-0262.00256
  2. Elliott, G., Rothenberg, T. J., and Stock, J. H. (1996). Efficient tests for an autoregressive unit root. Econometrica, 64(4), 813-836. DOI: 10.2307/2171846

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Robust Augmented Dickey-Fuller Unit Root Test. ScholarGate. https://scholargate.app/sr/econometrics/robust-adf-unit-root-test

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Citirana u

ScholarGateRobust ADF Unit Root Test (Robust Augmented Dickey-Fuller Unit Root Test). Preuzeto 2026-06-15 sa https://scholargate.app/sr/econometrics/robust-adf-unit-root-test · Skup podataka: https://doi.org/10.5281/zenodo.20539026