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Regression modelEconometrics / time series

Kipimo cha Kufunga cha ARDL chenye Nguvu kwa Cointegration

Kipimo cha Kufunga cha ARDL chenye nguvu ni toleo lililoongezwa la mbinu ya kipimo cha kufunga cha Pesaran-Shin-Smith (2001) ambayo inatatua udhaifu wake mkuu miwili: upotoshaji wa ukubwa chini ya maagizo mchanganyiko wa ujumuishaji na tatizo la kisa cha uharibifu. Inaleta takwimu tatu tofauti za majaribio — jaribio la jumla la F na takwimu mbili mpya za Wald kwa ajili ya vigezo tegemezi na huru — zilizotathminiwa dhidi ya maadili muhimu yaliyozalishwa na bootstrap.

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Kipimo cha Kufunga cha ARDL chenye Nguvu kwa Cointegration
Kipimo cha Vikomo vya AR…Kipimo cha Uunganishaji…Mfumo wa ARDL Usiohusish…

Vyanzo

  1. Sam, C. Y., McNown, R., & Goh, S. K. (2019). An augmented autoregressive distributed lag bounds test for cointegration. Economic Modelling, 80, 130-141. DOI: 10.1016/j.econmod.2018.11.001
  2. Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289-326. DOI: 10.1002/jae.616

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Robust Autoregressive Distributed Lag Bounds Test. ScholarGate. https://scholargate.app/sw/econometrics/robust-ardl-bounds-test

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ScholarGateRobust ARDL bounds test (Robust Autoregressive Distributed Lag Bounds Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/robust-ardl-bounds-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026