Kipimo cha Mizizi-Mshikamano wa Kifedha cha Zivot-Andrews
Kipimo cha Zivot-Andrews cha Mizizi-Mshikamano cha Kifedha kinapanua kipimo cha Zivot-Andrews (1992) cha mizizi-mshikamano wa kivunjo-muktadha kwa data za kifedha, kikiruhusu kila kitengo cha msalaba kuwa na tarehe yake ya uvunjaji iliyoamuliwa kwa uhuru. Kinapima nadharia ya mizizi-mshikamano dhidi ya mbadala wa utulivu wenye uvunjaji mmoja wa kimuktadha, kikizingatia mabadiliko ya utawala ambayo hupotosha vipimo vya kawaida vya mizizi-mshikamano wa kifedha kuelekea kukataa kwa uongo.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- 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 ↗
- Pedroni, P. (1999). Critical values for cointegration tests in heterogeneous panels with multiple regressors. Oxford Bulletin of Economics and Statistics, 61(S1), 653–670. DOI: 10.1111/1468-0084.0610s1653 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 3). Panel Zivot-Andrews Structural Break Unit Root Test. ScholarGate. https://scholargate.app/sw/econometrics/panel-zivot-andrews-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.
- Kipimo cha Mizizi ya Muungano cha Augmented Dickey-Fuller (ADF)Ekonometriki↔ compare
- Kipimo cha Mizizi ya Paneli ya ADFEkonometriki↔ compare
- Kipimo cha Uko-wa-pamoja cha Engle-Granger cha PaneliEkonometriki↔ compare
- Jaribio la KPSS la Paneli (Jaribio la Uimara wa Hadri Panel)Ekonometriki↔ compare
- Kipimo cha Mizizi ya Kitengo cha Phillips-Perron cha PaneliEkonometriki↔ compare
- Kipimo cha Zivot-Andrews cha Mapumziko ya KiunziEkonometriki↔ compare
Imerejelewa na
Umeona tatizo kwenye ukurasa huu? Ripoti au pendekeza marekebisho →