Regression modelEconometrics / time series

Robust Zivot-Andrews Test

Robust Zivot-Andrews test proširuje klasični Zivot-Andrews (1992) test na jedinici korena kako bi pružio pouzdanu inferenciju kada greška može biti heteroskedastična ili nenormalna. Testira da li vremenska serija ima jedinicu korena, istovremeno endogeno identifikujući jedan strukturni prekid u nivou, trendu ili oboma, bez potrebe da istraživač unapred odredi datum prekida.

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Izvori

  1. Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270. DOI: 10.1080/07350015.1992.10509904
  2. Zivot-Andrews test. Wikipedia. link

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Robust Zivot-Andrews Structural Break Unit Root Test. ScholarGate. https://scholargate.app/sr/econometrics/robust-zivot-andrews-test

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ScholarGateRobust Zivot-Andrews test (Robust Zivot-Andrews Structural Break Unit Root Test). Preuzeto 2026-06-15 sa https://scholargate.app/sr/econometrics/robust-zivot-andrews-test · Skup podataka: https://doi.org/10.5281/zenodo.20539026