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| Breitung panel egységgyök teszt× | Fisher panel egységgyök teszt× | |
|---|---|---|
| Tudományterület | Ökonometria | Ökonometria |
| Módszercsalád | Hypothesis test | Hypothesis test |
| Keletkezés éve≠ | 2000 | 1999 |
| Megalkotó≠ | Jörg Breitung | G. S. Maddala & Shaowen Wu |
| Típus≠ | Nonparametric panel unit-root test | Nonparametric combination-of-p-values panel unit-root test |
| Alapmű≠ | Breitung, J. (2000). The local power of some unit root tests for panel data. Advances in Econometrics, 15, 161–177. DOI ↗ | Maddala, G. S., & Wu, S. (1999). A comparative study of unit root tests with panel data and a new simple test. Oxford Bulletin of Economics and Statistics, 61(S1), 631–652. DOI ↗ |
| Alternatív nevek | Breitung Panel Unit-Root Test, Breitung (2000) Test, Breitung Nonparametric Panel Unit-Root Test, Breitung Panel Birim Kök Testi | Maddala-Wu Test, Fisher-type Panel Unit-Root Test, MW Panel Unit-Root Test, Fisher Panel Birim Kök Testi |
| Kapcsolódó | 3 | 3 |
| Összefoglaló≠ | 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. | The Fisher-type (Maddala-Wu) panel unit-root test, introduced in 1999, combines individual-level ADF unit-root p-values using Fisher's chi-squared meta-analytic framework to produce a single panel-level test statistic. Unlike the Levin-Lin-Chu approach, it does not impose a common autoregressive parameter across cross-sections, making it a natural choice for heterogeneous panels in macroeconomics, finance, and regional economics. |
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