ScholarGate
Pembantu

Bandingkan kaedah

Semak kaedah pilihan anda secara bersebelahan; baris yang berbeza akan diserlahkan.

Ujian Akar Unit Panel Fisher×Ujian Unit-Root Panel Im-Pesaran-Shin (IPS)×
BidangEkonometrikEkonometrik
KeluargaHypothesis testHypothesis test
Tahun asal19992003
PengasasG. S. Maddala & Shaowen WuIm, Pesaran & Shin
JenisNonparametric combination-of-p-values panel unit-root testPanel unit-root test allowing cross-sectional heterogeneity
Sumber perintisMaddala, 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 ↗Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74. DOI ↗
AliasMaddala-Wu Test, Fisher-type Panel Unit-Root Test, MW Panel Unit-Root Test, Fisher Panel Birim Kök TestiIPS Test, IPS Panel Unit-Root Test, Heterogeneous Panel Unit-Root Test, Im-Pesaran-Shin Birim Kök Testi
Berkaitan33
RingkasanThe 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.The Im-Pesaran-Shin (IPS) test, introduced by Im, Pesaran, and Shin in 2003, is a panel unit-root test designed for heterogeneous panels where the autoregressive coefficient is allowed to differ across cross-sectional units. It averages individual Augmented Dickey-Fuller (ADF) t-statistics and constructs a standardized statistic with a standard normal limiting distribution, making it one of the most widely applied first-generation panel unit-root tests in applied econometrics.
ScholarGateSet data
  1. v1
  2. 1 Sumber
  3. PUBLISHED
  1. v1
  2. 1 Sumber
  3. PUBLISHED

Pergi ke carian Muat turun slaid

ScholarGateBandingkan kaedah: Fisher Panel Unit-Root Test · Im-Pesaran-Shin Test. Dicapai 2026-06-19 daripada https://scholargate.app/ms/compare