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Jaribio Imara la Zivot-Andrews

Jaribio Imara la Zivot-Andrews linaongeza jaribio la kawaida la Zivot-Andrews (1992) la mzizi wa kitengo ili kutoa hitimisho la kuaminika wakati kigezo cha makosa kinaweza kuwa na heteroscedasticity au kisicho cha kawaida. Linajaribu kama mfululizo wa muda una mzizi wa kitengo huku likibainisha kwa ndani mabadiliko moja ya kimuundo katika kiwango, mwelekeo, au vyote viwili, bila kuhitaji mtafiti kubainisha tarehe ya mabadiliko mapema.

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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. Zivot-Andrews test. Wikipedia. link

Jinsi ya kunukuu ukurasa huu

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

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