Regression modelEconometrics / time series

Test Života-Andrjusa za strukturni prekid i jedinicu korena

Test Života-Andrjusa je endogeni test jedinice korena sa strukturnim prekidom koji određuje tačku prekida iz podataka, umesto da je nameće spolja. Testira jedinicu korena naspram alternativne hipoteze stacionarnosti oko jednog strukturnog prekida — u proseku, trendu ili oba — birajući datum prekida koji pruža najjače dokaze protiv nulte hipoteze.

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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. Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361–1401. DOI: 10.2307/1913712

Kako citirati ovu stranicu

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

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Citirana u

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