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Kipimo cha Mizizi ya Kitengo cha Zivot-Andrews Kisicho na Mstari

Kipimo cha Zivot-Andrews kisicho na mstari kinapanua kipimo cha zamu cha Zivot-Andrews cha zamu cha zamu kwa kuingiza marekebisho yasiyo ya mstari wa mpito laini kwenye regression ya kipimo. Kinatafuta kwa pamoja kwa kuvunjika kwa muundo wa mwisho na huruhusu kasi ya kurudi kwenye wastani kutofautiana na umbali kutoka kwa kivutio, kikitoa nguvu zaidi dhidi ya mbadala za stationary zisizo na mstari kuliko kipimo chochote pekee.

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Kipimo cha Mizizi ya Kitengo cha Zivot-Andrews Kisicho na Mstari
Lee-Strazicich TestKipimo cha Mizizi ya Kit…

Vyanzo

  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. 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

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Nonlinear Zivot-Andrews Unit Root Test. ScholarGate. https://scholargate.app/sw/econometrics/nonlinear-zivot-andrews-test

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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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ScholarGateNonlinear Zivot-Andrews test (Nonlinear Zivot-Andrews Unit Root Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/nonlinear-zivot-andrews-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026