Unit root na cointegration
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Zilizoangaziwa
Kipimo cha Vikomo vya ARDL (Kipimo cha Vikomo cha Pesaran)The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and SKipimo cha Mizizi-Mmoja cha Augmented Dickey-Fuller (ADF)The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling.Kipimo cha Mizizi ya Muungano cha Augmented Dickey-Fuller (ADF)The Augmented Dickey-Fuller test is the standard procedure for determining whether a univariate time series contains a unit root — that is, whether the series is non-stationary. ItKipimo cha Breitung Panel Unit-RootThe Breitung test, introduced by Jörg Breitung in 2000, is a nonparametric panel unit-root test designed to assess whether all cross-sectional units in a balanced panel share a comKipimo cha Cross-sectionally Augmented Dickey-Fuller (CADF)The Cross-sectionally Augmented Dickey-Fuller (CADF) test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed to handle cross-sectional dependence aJaribio la CIPSThe CIPS test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed for panels in which the cross-sectional units share unobserved common factors that
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Mbinu zote 69
Kipimo cha Vikomo vya ARDL (Kipimo cha Vikomo cha Pesaran)Kipimo cha Mizizi-Mmoja cha Augmented Dickey-Fuller (ADF)Kipimo cha Mizizi ya Muungano cha Augmented Dickey-Fuller (ADF)Kipimo cha Breitung Panel Unit-RootKipimo cha Cross-sectionally Augmented Dickey-Fuller (CADF)Jaribio la CIPSKipimo cha ushirikiano (Johansen / Engle-Granger)ARDL za Msalaba-SehemuNARDL Msalaba-SehemuDF-GLS TestKikokotozi cha Dynamic Ordinary Least Squares (DOLS)Kipimo cha Engle-Granger cha Uko-na-uhusianoKipimo cha ERS Point-Optimal Unit-RootKipimo cha Fisher cha Mizizi-Mmoja ya PaneliKipimo cha Mizizi ya Unit ya Fourier ADFKipimo cha Mipaka cha Fourier ARDLKipimo cha Uko-wa-Muda cha Fourier Engle-GrangerKipimo cha Fourier Johansen CointegrationKipimo cha Fourier KPSS cha Uimara na Mapumziko ya Muundo LainiJaribio la Mizizi ya Umoja la Fourier Phillips-Perron (Fourier PP)Kipimo cha Mizizi ya Unit ya Fourier Zivot-AndrewsKipimo cha Gregory-Hansen cha Ukoataji na Mabadiliko ya mfumoKipimo cha Uko-na-uhusiano cha Hatemi-J chenye Mabadiliko Mawili ya MuundoKipimo cha Mizizi-Mmoja ya Paneli ya Im-Pesaran-Shin (IPS)Jaribio la Usimamishaji la KPSSLee-Strazicich TestKipimo cha Mizizi-Moya ya Paneli ya Levin-Lin-Chu (LLC)Jaribio la Lumsdaine-Papell la Mizizi-Kitengo lenye Mivunjiko Miwili ya KimuundoJaribio la Maki la UshirikianoKipimo cha Mizizi ya Kitengo Isiyo-Laini (Kipimo cha KSS)Mfumo wa ARDL Usiohusisha Mstari (NARDL)Kointeregesheni Isiyo ya Mstari ya Engle-GrangerKipimo cha KPSS kisicho cha mstariKipimo cha Mizizi ya Kitengo cha PP Kisicho LainiKipimo cha Mizizi ya Kitengo cha Zivot-Andrews Kisicho na MstariKipimo cha Mizizi ya Paneli ya ADFKipimo cha MIPaka cha ARDL cha PaneliVipimo vya Kointergesheni ya Paneli (Pedroni, Kao, Westerlund)Jopo DF-GLSKipimo cha Uko-wa-pamoja cha Engle-Granger cha PaneliKipimo cha Ukoanoaji wa Paneli ya JohansenJaribio la KPSS la Paneli (Jaribio la Uimara wa Hadri Panel)Modeli wa Kawaida wa Autoregressive Distributed Lag (Panel NARDL)Kipimo cha Mizizi ya Kitengo cha Phillips-Perron cha PaneliKipimo cha Mizizi-Mshikamano wa Kifedha cha Zivot-AndrewsPANICKipimo cha Uko-kwa-kuzidiana cha Phillips-Ouliaris cha Msingi wa MasaliaKipimo cha Phillips-Perron (PP) cha Mizizi ya MuunganoKipimo cha Phillips-Perron cha Mizizi ya MuunganoKipimo cha Mizizi Mfumo cha Robust Augmented Dickey-FullerKipimo thabiti cha kuunganishwa kwa Engle-GrangerKipimo cha Uthabiti cha Ukozi wa JohansenJaribio Imara la KPSS kwa UsawazishajiJaribio Imara la Mizizi ya Umoja la Phillips-Perron (PP)Jaribio Imara la Zivot-AndrewsKipimo cha Mizizi ya Kitengo cha ADF cha Kuvunja MuundoKipimo cha Muungano wa Engle-Granger chenye Mkengeuko wa KiunziKipimo cha Ukiukaji wa Muundo cha KPSSKipimo cha Mizizi ya Muungano cha Phillips-Perron cha Mkengeuko wa KimuundoKipimo cha Mizizi ya Muundo Zivot-AndrewsTime-varying parameter ADF unit root testKijaruba cha Vipimo vinavyobadilika kwa Wakati cha ARDLUshirikiano wa Engle-Granger wenye Vigezo Vinavyobadilika kwa WakatiKipimo cha Vigezo Vinavyobadilika kwa Wakati cha KPSSKipimo cha Mizizi ya Unit ya Phillips-Perron Inayobadilika WakatiKipimo cha Mizizi ya Kitengo cha Zivot-Andrews kinachobadilika kwa WakatiNadharia ya Mistari ya MvunjikoKipimo cha Zivot-Andrews cha Mapumziko ya KiunziKipimo cha Mizizi ya Kitengo cha Zivot-Andrews na Mapumziko Moja ya Muundo