Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| Testul de cointegrare Johansen pe panel× | Testul de Limite ARDL pentru Panouri× | |
|---|---|---|
| Domeniu | Econometrie | Econometrie |
| Familie | Regression model | Regression model |
| Anul apariției | 2001 | 2001 |
| Autorul original≠ | Larsson, Lyhagen & Lothgren (building on Johansen 1988/1991) | Pesaran, Shin & Smith |
| Tip≠ | Panel cointegration test | Bounds test for cointegration |
| Sursa seminală≠ | Larsson, R., Lyhagen, J., & Lothgren, M. (2001). Likelihood-based cointegration tests in heterogeneous panels. Econometrics Journal, 4(1), 109–142. DOI ↗ | Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326. DOI ↗ |
| Denumiri alternative | panel Johansen test, Larsson-Lyhagen-Lothgren test, LLL panel cointegration, panel trace test | Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test |
| Înrudite≠ | 5 | 6 |
| Rezumat≠ | The Panel Johansen cointegration test extends Johansen's maximum-likelihood framework to panel data, allowing researchers to test whether multiple non-stationary variables share long-run equilibrium relationships across cross-sectional units. It pools the likelihood-ratio statistics from individual Johansen tests and compares the standardised average against a standard normal distribution, yielding greater power than single-country approaches. | The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both. |
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