Sammenlign metoder
Gjennomgå de valgte metodene side om side; rader som avviker, er uthevet.
| Im-Pesaran-Shin (IPS) panelenhetsrot-test× | Breitung panel-enhetstest× | |
|---|---|---|
| Fagfelt | Økonometri | Økonometri |
| Familie | Hypothesis test | Hypothesis test |
| Opprinnelsesår≠ | 2003 | 2000 |
| Opphavsperson≠ | Im, Pesaran & Shin | Jörg Breitung |
| Type≠ | Panel unit-root test allowing cross-sectional heterogeneity | Nonparametric panel unit-root test |
| Opprinnelig kilde≠ | Im, 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 ↗ |
| Alias | IPS Test, IPS Panel Unit-Root Test, Heterogeneous Panel Unit-Root Test, Im-Pesaran-Shin Birim Kök Testi | Breitung Panel Unit-Root Test, Breitung (2000) Test, Breitung Nonparametric Panel Unit-Root Test, Breitung Panel Birim Kök Testi |
| Relaterte | 3 | 3 |
| Sammendrag≠ | 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. | 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. |
| ScholarGateDatasett ↗ |
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