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| اختبار جذر الوحدة للوحدات المجمعة (LLC) من تطوير ليفين-لين-تشو× | اختبار جذر الوحدة للوحات فيشر× | |
|---|---|---|
| المجال | الاقتصاد القياسي | الاقتصاد القياسي |
| العائلة | Hypothesis test | Hypothesis test |
| سنة النشأة≠ | 2002 | 1999 |
| صاحب الطريقة≠ | Andrew Levin, Chien-Fu Lin & Chia-Shang Chu | G. S. Maddala & Shaowen Wu |
| النوع≠ | Panel unit-root test (homogeneous alternative) | Nonparametric combination-of-p-values panel unit-root test |
| المصدر التأسيسي≠ | Levin, A., Lin, C.-F., & Chu, C.-S. J. (2002). Unit root tests in panel data: asymptotic and finite-sample properties. Journal of Econometrics, 108(1), 1–24. DOI ↗ | Maddala, G. S., & Wu, S. (1999). A comparative study of unit root tests with panel data and a new simple test. Oxford Bulletin of Economics and Statistics, 61(S1), 631–652. DOI ↗ |
| الأسماء البديلة | LLC Test, Panel Unit-Root Test (Homogeneous), Levin-Lin Unit-Root Test, Panel Birim Kök Testi (LLC) | Maddala-Wu Test, Fisher-type Panel Unit-Root Test, MW Panel Unit-Root Test, Fisher Panel Birim Kök Testi |
| ذات صلة | 3 | 3 |
| الملخص≠ | The Levin-Lin-Chu (LLC) test, introduced by Levin, Lin, and Chu (2002), is a first-generation panel unit-root test that pools cross-sectional information to test whether all units in a panel share a common autoregressive unit root. It is widely used in applied economics and finance when researchers work with balanced or near-balanced panels and require a powerful test against a homogeneous stationary alternative. | The Fisher-type (Maddala-Wu) panel unit-root test, introduced in 1999, combines individual-level ADF unit-root p-values using Fisher's chi-squared meta-analytic framework to produce a single panel-level test statistic. Unlike the Levin-Lin-Chu approach, it does not impose a common autoregressive parameter across cross-sections, making it a natural choice for heterogeneous panels in macroeconomics, finance, and regional economics. |
| ScholarGateمجموعة البيانات ↗ |
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