विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| पैनल एंगल-ग्रेंजर कोइंटीग्रेशन परीक्षण× | एंगले-ग्रेंजर सह-एकीकरण परीक्षण× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 1999 | 1987 |
| प्रवर्तक≠ | Pedroni (1999), extending Engle & Granger (1987) | Robert F. Engle and Clive W. J. Granger |
| प्रकार | Cointegration test | Cointegration test |
| मौलिक स्रोत≠ | Pedroni, P. (1999). Critical values for cointegration tests in heterogeneous panels with multiple regressors. Oxford Bulletin of Economics and Statistics, 61(S1), 653-670. DOI ↗ | Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276. DOI ↗ |
| उपनाम | panel cointegration test, panel EG cointegration, Pedroni cointegration test, residual-based panel cointegration | EG cointegration test, Engle-Granger two-step method, residual-based cointegration test, EG test |
| संबंधित | 5 | 5 |
| सारांश≠ | The Panel Engle-Granger cointegration test extends the classic two-step Engle-Granger procedure to panel data, allowing researchers to detect long-run equilibrium relationships among integrated variables across multiple cross-sectional units simultaneously. Pedroni (1999) developed panel statistics that pool information across units while allowing heterogeneous short-run dynamics and individual-specific intercepts and trends. | The Engle-Granger two-step method tests whether two or more non-stationary I(1) time series share a common stochastic trend — that is, whether a linear combination of them is stationary. If cointegration is confirmed, an error-correction model (ECM) can be estimated to capture both short-run dynamics and long-run equilibrium adjustment. |
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