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Regression modelEconometrics / time series

WLS ya Mabadiliko ya Muundo (Weighted Least Squares yenye Marekebisho ya Mabadiliko ya Muundo)

WLS ya Mabadiliko ya Muundo inachanganya makadirio ya Weighted Least Squares na utambuzi na urekebishaji wa wazi kwa mabadiliko ya muundo — mabadiliko ya ghafla ya utawala — katika data. Kwa kutambua sehemu za mabadiliko na kupeana uzito wa kiwango cha uchunguzi unaozingatia upungufu wa usawa ndani na kati ya tawala, mkadiriaji hutoa makadirio thabiti na yenye ufanisi ya kofisheni hata wakati kosa la kosa linabadilika sana kwenye mabadiliko.

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Vyanzo

  1. Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78. DOI: 10.2307/2998540
  2. Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Weighted Least Squares with Structural Break Correction. ScholarGate. https://scholargate.app/sw/econometrics/structural-break-wls

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ScholarGateStructural Break WLS (Weighted Least Squares with Structural Break Correction). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/structural-break-wls · Seti ya data: https://doi.org/10.5281/zenodo.20539026