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CIPS Test×প্যানেল ডেটার জন্য ফ্রিজ ক্রস-সেকশনাল ডিপেন্ডেন্স টেস্ট×
ক্ষেত্রঅর্থমিতিঅর্থমিতি
পরিবারHypothesis testHypothesis test
উদ্ভবের বছর20071995
প্রবর্তকM. Hashem PesaranEdward Frees
ধরনPanel unit-root test with cross-section dependenceNon-parametric panel diagnostic test
মৌলিক উৎসPesaran, 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 ↗Frees, E. W. (1995). Assessing cross-sectional correlation in panel data. Journal of Econometrics, 69(2), 393–414. DOI ↗
অপর নামPesaran CIPS Test, Cross-Sectionally Augmented IPS, Second-Generation Panel Unit-Root Test, CIPS Birim Kök TestiFrees CD Test, Frees Q-statistic Test, Cross-Sectional Dependence Test (Frees), Frees Bağımlılık Testi
সম্পর্কিত33
সারসংক্ষেপThe CIPS test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed for panels in which the cross-sectional units share unobserved common factors that induce cross-section dependence. By augmenting each individual ADF regression with cross-sectional averages and their lags, the CIPS test accounts for this dependence and produces reliable inference where first-generation tests such as the original IPS test break down. It is widely applied in macroeconomic and finance panels where shocks propagate across countries or regions.The Frees test, introduced by Edward Frees in 1995, is a non-parametric diagnostic procedure for detecting cross-sectional dependence in panel data. It is designed for settings where N (number of units) is large and T (time periods) is moderate, making it a standard pre-estimation check before applying panel regression methods that assume cross-sectional independence. Applied economists and social scientists routinely use it to verify whether units in the panel share common shocks or spatial linkages.
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ScholarGateপদ্ধতির তুলনা করুন: CIPS Test · Frees Test. 2026-06-19 তারিখে সংগৃহীত, উৎস: https://scholargate.app/bn/compare