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Kipimo cha Mizizi ya Kitengo cha Zivot-Andrews kinachobadilika kwa Wakati

Kipimo cha Zivot-Andrews kinachobadilika kwa wakati huongeza kipimo cha awali cha Zivot-Andrews (1992) cha kuvunjika kwa muundo wa mizizi ya kitengo kwa kuruhusu vigezo vya kurudi nyuma kubadilika kwa wakati. Badala ya kudhani vigezo vilivyowekwa katika sampuli nzima, mbinu hii huruhusu mienendo ya kiotomatiki na muda wa kuvunjika kubadilika kupitia mfumo wa nafasi-hali au unaozunguka, kuboresha uimara wakati mahusiano ya kiuchumi yanapobadilika polepole.

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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. Cooley, T. F., & Prescott, E. C. (1976). Estimation in the Presence of Stochastic Parameter Variation. Econometrica, 44(1), 167–184. DOI: 10.2307/1911389

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Time-Varying Parameter Zivot-Andrews Structural Break Unit Root Test. ScholarGate. https://scholargate.app/sw/econometrics/time-varying-parameter-zivot-andrews-test

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ScholarGateTime-varying parameter Zivot-Andrews test (Time-Varying Parameter Zivot-Andrews Structural Break Unit Root Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/time-varying-parameter-zivot-andrews-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026