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Sammenlign metoder

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Im-Pesaran-Shin (IPS) panelenhetsrot-test×Breitung panel-enhetstest×
FagfeltØkonometriØkonometri
FamilieHypothesis testHypothesis test
Opprinnelsesår20032000
OpphavspersonIm, Pesaran & ShinJörg Breitung
TypePanel unit-root test allowing cross-sectional heterogeneityNonparametric panel unit-root test
Opprinnelig kildeIm, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74. DOI ↗Breitung, J. (2000). The local power of some unit root tests for panel data. Advances in Econometrics, 15, 161–177. DOI ↗
AliasIPS Test, IPS Panel Unit-Root Test, Heterogeneous Panel Unit-Root Test, Im-Pesaran-Shin Birim Kök TestiBreitung Panel Unit-Root Test, Breitung (2000) Test, Breitung Nonparametric Panel Unit-Root Test, Breitung Panel Birim Kök Testi
Relaterte33
SammendragThe 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.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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ScholarGateSammenlign metoder: Im-Pesaran-Shin Test · Breitung Test. Hentet 2026-06-15 fra https://scholargate.app/no/compare