Rukia hadi maudhuiScholarGate
MaktabaMaktaba yanguDawatiReview StudioMsaidizi
Ingia
Fourier Johansen cointegration/Ushahidi
Rekodi ya ushahidi wa mbinu

Fourier Johansen cointegration

The Fourier Johansen cointegration test extends the classical Johansen trace and maximum-eigenvalue tests by embedding low-frequency Fourier terms in the deterministic component of the VECM. This allows the test to remain valid when cointegrating relationships experience gradual, smooth regime shifts that standard Johansen critical values do not accommodate.

Sources recorded, not reviewed

Rekodi ya chanzo

Nukuu zimehamishwa kwa uhalisi kutoka kwa rekodi ya chanzo cha mbinu. Hakuna uthibitisho wa kiwango cha dai unaodokezwa kutoka kwao.

Fourier-Approximated Johansen Cointegration Test
Rekodi ya mbinu ya kiajenda · regression-model / econometrics
  • Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574–599. · DOI 10.1111/j.1468-0084.2011.00662.x
  • Johansen, S. (1988). Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control, 12(2–3), 231–254. · DOI 10.1016/0165-1889(88)90041-3
Fungua mbinu kamili

Madai yaliyotunzwa

Madai yamehifadhiwa katika daftari la ushahidi, kila moja ikiwa na tathmini yake.

Hakuna madai yaliyotunzwa bado

Mwonekano huu haubuni tathmini ya dai wakati daftari haina yoyote.

Mbinu zinazohusiana

Zilizotengenezwa kutoka kwa grafu ya mbinu na kuonyeshwa kama uhusiano uliopendekezwa na mashine — hakuna dai la ushahidi linalodokezwa.

Taxonomic bucketEngle-Granger Cointegration Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketFourier ADF unit root testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketFourier Engle-Granger cointegrationmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketStructural break Johansen cointegrationmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketVector Error Correction Modelmachine-suggested · Relational suggestion, not evidence.

Hali ya ushahidi

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Vyanzo

2 nukuu zilizorekodiwa, ziliyonakiliwa kutoka kwa rekodi ya chanzo cha mbinu.

Vitendo

Fungua ukurasa wa mbinu
ScholarGate

Maktaba ya marejeleo inayotanguliza maudhui kwa mbinu za utafiti — kila moja ni nini, inavyofanya kazi, na inakotoka.

Data huria (CC-BY)

Gundua

  • Maktaba
  • Tafuta mbinu…
  • Vinjari kwa nyanja
  • Nyanja
  • Safari
  • Linganisha
  • Mbinu ipi?

Marejeo

  • Taaluma
  • Atlas
  • Kamusi ya istilahi
  • Mbinu
  • Falsafa

Eneo la kazi

  • Maktaba yangu
  • Dawati
  • Gumzo

Kampuni

  • Kuhusu
  • Bei
  • Wasiliana nasi
  • Pendekeza mbinu

Maingizo yamekusanywa kutoka vyanzo vilivyochapishwa kwa madhumuni ya marejeo. Kuthibitisha usahihi na ufaafu wa taarifa yoyote kwa matumizi yako mwenyewe kunabaki kuwa jukumu lako.

© 2026 ScholarGate · Maktaba ya marejeleo ya mbinu za utafiti
  • Faragha
  • Vidakuzi
  • Masharti
  • Futa akaunti