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Hypothesis testBreak unit-root tests

Jaribio la Lumsdaine-Papell la Mizizi-Kitengo lenye Mivunjiko Miwili ya Kimuundo

Jaribio la Lumsdaine-Papell, lililoanzishwa na Robin Lumsdaine na David Papell mwaka 1997, linaongeza jaribio la Zivot-Andrews la mizizi-kitengo yenye mvunjiko mmoja ili kuruhusu mivunjiko miwili ya kimuundo inayotokea kwa wakati mmoja katika kizuizi (intercept) na/au mwelekeo wa mstari (linear trend) wa mfululizo wa muda. Linatumika sana katika uchumi mkuu na fedha wakati data inashukiwa kuwa imepitia mabadiliko makubwa mawili ya utawala — kama vile mabadiliko ya sera, migogoro ya kifedha, au vita — na mtafiti anahitaji kubaini kama mfululizo huo bado umeunganishwa wa daraja la kwanza.

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Jaribio la Lumsdaine-Papell la Mizizi-Kitengo lenye Mivunjiko Miwili ya Kimuundo
Kipimo cha Mapumziko Men…Lee-Strazicich TestKipimo cha Mizizi ya Kit…Jaribio Imara la Zivot-A…

Vyanzo

  1. Lumsdaine, R. L., & Papell, D. H. (1997). Multiple trend breaks and the unit-root hypothesis. Review of Economics and Statistics, 79(2), 212–218. DOI: 10.1162/003465397556791

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Lumsdaine-Papell Unit-Root Test with Two Breaks. ScholarGate. https://scholargate.app/sw/econometrics/lumsdaine-papell-test

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Imerejelewa na

ScholarGateLumsdaine-Papell Test (Lumsdaine-Papell Unit-Root Test with Two Breaks). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/lumsdaine-papell-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026