Regression modelEconometrics / time series

Strukturni prekid GLS

Strukturni prekid GLS kombinuje procenu generalisanih najmanjih kvadrata (Generalized Least Squares – GLS) sa eksplicitnim uvažavanjem promena režima u procesu generisanja podataka. Metoda procenjuje odvojene vektore koeficijenata za svaki segment definisan detektovanim datumima prekida, istovremeno korigujući za nesferne greške — heteroskedastičnost ili autokorelacija — koje često prate strukturne promene, čime se postižu konzistentne i efikasne procene u svim režimima.

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Izvori

  1. Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78. DOI: 10.2307/2998540
  2. Greene, W. H. (2012). Econometric Analysis (7th ed.). Prentice Hall. ISBN: 978-0131395381

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Generalized Least Squares with Structural Breaks. ScholarGate. https://scholargate.app/sr/econometrics/structural-break-gls

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Citirana u

ScholarGateStructural Break GLS (Generalized Least Squares with Structural Breaks). Preuzeto 2026-06-15 sa https://scholargate.app/sr/econometrics/structural-break-gls · Skup podataka: https://doi.org/10.5281/zenodo.20539026