ScholarGate
Msaidizi
Regression modelEconometrics / time series

Kipimo cha Mizizi ya Kitengo Isiyo-Laini (Kipimo cha KSS)

Kipimo cha mizizi ya kitengo isiyo-laini, ambacho kimeendeshwa zaidi na Kapetanios, Shin, na Snell (2003), kinapanua kipimo cha kawaida cha Augmented Dickey-Fuller ili kugundua marejesho ya wastani yanayotokea kupitia mchakato wa Exponential Smooth Transition Autoregressive (ESTAR). Kinapima dhana ya mizizi ya kitengo dhidi ya mbadala laini isiyo-na-mizizi, kikikamata mienendo ya marekebisho ambayo kipimo cha kawaida cha laini cha ADF kinakosa.

Tumia kupitia EconMindHivi karibuniVideoHivi karibuniDownload slides

Soma mbinu kamili

Kwa wanachama pekee

Ingia kwa akaunti ya bure ili kusoma sehemu hii.

Ingia

Method map

The neighbourhood of related methods — select a node to explore.

Vyanzo

  1. Kapetanios, G., Shin, Y., & Snell, A. (2003). Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics, 112(2), 359-379. DOI: 10.1016/S0304-4076(02)00202-6
  2. Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366), 427-431. DOI: 10.2307/2286348

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Nonlinear Augmented Dickey-Fuller Unit Root Test. ScholarGate. https://scholargate.app/sw/econometrics/nonlinear-adf-unit-root-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.

Compare side by side

Imerejelewa na

ScholarGateNonlinear ADF Unit Root Test (Nonlinear Augmented Dickey-Fuller Unit Root Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/nonlinear-adf-unit-root-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026