Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Risti-lõikelise ARDL-mudel× | Paneeli KSS test× | |
|---|---|---|
| Valdkond | Ökonomeetria | Ökonomeetria |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 2006 | 1992 |
| Looja≠ | Pesaran and colleagues | Kwiatkowski, Phillips, Schmidt, and Shin (panel version by Hadri) |
| Tüüp≠ | Dynamic panel model | Unit-root test |
| Algallikas≠ | Pesaran, M. H., & Smith, R. (2016). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117. link ↗ | Kwiatkowski, D., Phillips, P. C., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, 54(1-3), 159-178. DOI ↗ |
| Rööpnimetused | Panel ARDL with cross-sectional dependence | Panel stationarity test |
| Seotud | 3 | 3 |
| Kokkuvõte≠ | 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. | The Panel KSS test reverses the null hypothesis of unit-root tests: it tests whether variables are stationary (stationarity is the null) versus nonstationary (unit root is the alternative). Introduced by Kwiatkowski et al. (1992) and extended to panels by Hadri (2000), this complementary approach provides robustness when combined with unit-root tests like Panel DF-GLS. Using both tests together reduces the risk of erroneous conclusions about variable persistence. |
| ScholarGateAndmestik ↗ |
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