Salīdzināt metodes

	Levin-Lin-Chu (LLC) paneļa vienības saknes tests	Breitunga vienības saknes tests
Nozare	Ekonometrija	Ekonometrija
Saime	Hypothesis test	Hypothesis test
Izcelsmes gads	2002	2000
Autors	Andrew Levin, Chien-Fu Lin & Chia-Shang Chu	Jörg Breitung
Tips	Panel unit-root test (homogeneous alternative)	Nonparametric panel unit-root test
Pirmavots	Levin, 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.	Breitung, J. (2000). The local power of some unit root tests for panel data. Advances in Econometrics, 15, 161–177.
Citi nosaukumi	LLC 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
Saistītās	3	3
Kopsavilkums	The 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.