Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Paneeli ADF-i ühikujuurtuvustuse test× | Paneel-ARDL piirtest× | |
|---|---|---|
| Valdkond | Ökonomeetria | Ökonomeetria |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 2002–2003 | 2001 |
| Looja≠ | Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002) | Pesaran, Shin & Smith |
| Tüüp≠ | Unit root / stationarity test | Bounds test for cointegration |
| Algallikas≠ | Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74. DOI ↗ | Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326. DOI ↗ |
| Rööpnimetused | Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test | Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test |
| Seotud | 6 | 6 |
| Kokkuvõte≠ | The Panel Augmented Dickey-Fuller (Panel ADF) unit root test extends the classical ADF framework to panel datasets. By pooling information across cross-sectional units it achieves substantially higher power than single-series ADF tests, allowing researchers to determine whether time-series variables are stationary or integrated of order one before modelling long-run relationships. | The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both. |
| ScholarGateAndmestik ↗ |
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