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اختبار ديكي-فولر المعزز مقطعياً (CADF)×اختبار بيساران CD: تشخيص الاعتماد المقطعي للبيانات اللوحية×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةHypothesis testHypothesis test
سنة النشأة20072021
صاحب الطريقةM. Hashem PesaranM. Hashem Pesaran
النوعPanel unit-root test with cross-sectional augmentationNon-parametric diagnostic test
المصدر التأسيسيPesaran, M. H. (2007). A simple panel unit root test in the presence of cross-section dependence. Journal of Applied Econometrics, 22(2), 265–312. DOI ↗Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI ↗
الأسماء البديلةCross-Sectionally Augmented ADF, Panel CADF Test, Pesaran Panel Unit Root Test, CADF Birim Kök TestiCD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi
ذات صلة33
الملخصThe Cross-sectionally Augmented Dickey-Fuller (CADF) test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed to handle cross-sectional dependence among panel units. Unlike first-generation panel unit-root tests that assume cross-sectional independence, the CADF test augments individual ADF regressions with cross-sectional averages of lagged levels and first differences, making it suitable for macro-panels and cross-country studies where common factors drive co-movement.The Pesaran CD test is a general diagnostic procedure for detecting cross-sectional dependence in panel data models. Developed by M. Hashem Pesaran (2021), it is applicable to both balanced and unbalanced panels with large N and T, and retains validity under heterogeneous slope coefficients. The test is widely adopted in empirical economics, finance, and political economy as a prerequisite check before selecting appropriate estimators or unit-root tests for panel datasets.
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ScholarGateقارن الطرق: CADF Test · Pesaran CD Test. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare