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| Panelowy test pierwiastków jednostkowych Phillipsa-Perrona× | Panelowy test pierwiastka jednostkowego ADF× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 1988 (original PP); panel adaptation widely established by 2003 | 2002–2003 |
| Twórca≠ | Phillips & Perron (1988); panel extension by Im, Pesaran & Shin (2003) | Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002) |
| Typ≠ | Nonparametric unit root test | Unit root / stationarity test |
| Źródło pierwotne≠ | Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53-74. 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 ↗ |
| Inne nazwy | Panel PP test, Phillips-Perron panel unit root, Im-Pesaran-Shin PP panel test, panel nonparametric unit root test | Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test |
| Pokrewne | 6 | 6 |
| Podsumowanie≠ | The Panel PP unit root test extends the nonparametric Phillips-Perron correction for serial correlation to a multi-individual panel setting. It tests the null hypothesis that all cross-sectional units contain a unit root, using a pooled or averaged PP-type statistic that is robust to heteroscedastic and serially correlated errors without requiring explicit lag selection. | The Panel Augmented Dickey-Fuller (Panel ADF) unit root test extends the classical ADF framework to panel datasets. By pooling information across cross-sectional units it achieves substantially higher power than single-series ADF tests, allowing researchers to determine whether time-series variables are stationary or integrated of order one before modelling long-run relationships. |
| ScholarGateZbiór danych ↗ |
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