Krahasoni metodat
Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.
| Testi i rrënjës njësi Phillips-Perron për Panele× | Testi i Phillips-Perron (PP) për Rrënjë Njësore× | |
|---|---|---|
| Fusha | Ekonometri | Ekonometri |
| Familja | Regression model | Regression model |
| Viti i origjinës≠ | 1988 (original PP); panel adaptation widely established by 2003 | 1988 |
| Krijuesi≠ | Phillips & Perron (1988); panel extension by Im, Pesaran & Shin (2003) | Peter C. B. Phillips and Pierre Perron |
| Lloji≠ | Nonparametric unit root test | Hypothesis test (unit root) |
| Burimi themelues≠ | Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53-74. DOI ↗ | Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346. DOI ↗ |
| Emërtime të tjera | Panel PP test, Phillips-Perron panel unit root, Im-Pesaran-Shin PP panel test, panel nonparametric unit root test | PP test, PP unit root test, Phillips-Perron test, nonparametric unit root test |
| Të lidhura≠ | 6 | 5 |
| Përmbledhja≠ | 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 Phillips-Perron (PP) test is a nonparametric unit root test for time series that corrects for serial correlation and heteroscedasticity in the error term without adding lagged differences. Introduced by Phillips and Perron (1988), it applies a kernel-based long-run variance estimator to adjust the Dickey-Fuller statistic, making it robust to a wide class of weakly dependent error processes. |
| ScholarGateSeti i të dhënave ↗ |
|
|