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Kipimo cha Gregory-Hansen cha Ukoataji na Mabadiliko ya mfumo

Kipimo cha Gregory-Hansen, kilichoanzishwa na Allan Gregory na Bruce Hansen mwaka 1996, kinapanua mfumo sanifu wa ukoataji wa Engle-Granger ili kuruhusu kuvunjika moja tu kwa muundo katika uhusiano wa ukoataji. Kimeundwa kwa ajili ya watafiti wanaoshuku kuwa usawa wa muda mrefu kati ya vigeu vilivyounganishwa huenda ulibadilika wakati fulani katika kipindi cha sampuli, na ambao wanataka kupima ukoataji bila kudhania tarehe ya kuvunjika.

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Kipimo cha Gregory-Hansen cha Ukoataji na Mabadiliko ya mfumo
Kipimo cha ushirikiano (…Kipimo cha Uko-na-uhusia…Kipimo cha Mizizi ya Kit…

Vyanzo

  1. Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99–126. DOI: 10.1016/0304-4076(69)41685-7

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Gregory-Hansen Cointegration Test with Regime Shift. ScholarGate. https://scholargate.app/sw/econometrics/gregory-hansen-test

Which method?

Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.

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Imerejelewa na

ScholarGateGregory-Hansen Test (Gregory-Hansen Cointegration Test with Regime Shift). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/gregory-hansen-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026