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آزمون ریشه واحد پنل لوین-لین-چو (LLC)×آزمون ریشه واحد پانل برویتونگ×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهHypothesis testHypothesis test
سال پیدایش20022000
پدیدآورAndrew Levin, Chien-Fu Lin & Chia-Shang ChuJörg Breitung
نوعPanel unit-root test (homogeneous alternative)Nonparametric panel unit-root test
منبع بنیادینLevin, 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 ↗Breitung, J. (2000). The local power of some unit root tests for panel data. Advances in Econometrics, 15, 161–177. DOI ↗
نام‌های دیگرLLC Test, Panel Unit-Root Test (Homogeneous), Levin-Lin Unit-Root Test, Panel Birim Kök Testi (LLC)Breitung Panel Unit-Root Test, Breitung (2000) Test, Breitung Nonparametric Panel Unit-Root Test, Breitung Panel Birim Kök Testi
مرتبط33
خلاصهThe 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 Breitung test, introduced by Jörg Breitung in 2000, is a nonparametric panel unit-root test designed to assess whether all cross-sectional units in a balanced panel share a common unit root. Unlike competing first-generation tests, it avoids bias-correction terms that depend on lag selection or kernel bandwidth estimation, thereby preserving local power under a homogeneous alternative. It is widely used in macroeconometrics and finance when the researcher suspects cross-sectional homogeneity in the autoregressive structure.
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ScholarGateمقایسهٔ روش‌ها: Levin-Lin-Chu Test · Breitung Test. بازیابی‌شده در 2026-06-19 از https://scholargate.app/fa/compare