পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| মাকি কোইন্টিগ্রেশন পরীক্ষা (Maki Cointegration Test)× | ক্রস-সেকশনাল এআরডিএল× | প্যানেল ডিএফ-জিএলএস× | |
|---|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি | অর্থমিতি |
| পরিবার | Regression model | Regression model | Regression model |
| উদ্ভবের বছর≠ | 2012 | 2006 | 1996 |
| প্রবর্তক≠ | Darshana Maki | Pesaran and colleagues | Elliott, Rothenberg, and Stock (adapted to panels) |
| ধরন≠ | Structural-break test | Dynamic panel model | Stationarity test |
| মৌলিক উৎস≠ | Maki, D. (2012). Tests for cointegration allowing for an unknown number of breaks. Economic Modelling, 29(5), 2011-2015. DOI ↗ | Pesaran, M. H., & Smith, R. (2016). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117. link ↗ | Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996). Efficient tests for an autoregressive unit root. Econometric Reviews, 13(4), 469-497. DOI ↗ |
| অপর নাম | Structural-break cointegration test | Panel ARDL with cross-sectional dependence | Panel unit-root test |
| সম্পর্কিত | 3 | 3 | 3 |
| সারসংক্ষেপ≠ | The Maki cointegration test extends cointegration testing to allow for an unknown number of endogenously-determined structural breaks in the cointegrating relationship. Introduced by Maki (2012), it builds on Gregory and Hansen (1996), enabling detection of cointegration even when relationships shift due to policy changes, institutional reforms, or fundamental regime shifts. This is essential for applied time-series work where structural change is common. | CS-ARDL (Cross-Sectional ARDL) applies the ARDL framework to panel data while explicitly accounting for cross-sectional dependence—correlation of shocks and relationships across units (countries, firms, regions). Introduced by Pesaran and colleagues (2016), it extends panel ARDL methods to handle common factors or global shocks affecting all units simultaneously. This is crucial for realistic modeling of internationally integrated economies and firm networks. | Panel DF-GLS extends the Elliott, Rothenberg, and Stock (1996) GLS unit-root test to panel data, combining cross-sectional and time-series information to test whether variables contain unit roots. Introduced by Hadri and colleagues (2005), it is more powerful than standard panel unit-root tests (IPS, LLC) due to its GLS detrending approach. This test is essential for establishing stationarity before fitting cointegration or dynamic panel models. |
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