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Im-Pesaran-Shin (IPS) test za panelne jedinice korena×Breitungov test za jedinicu korena×
OblastEkonometrijaEkonometrija
PorodicaHypothesis testHypothesis test
Godina nastanka20032000
TvoracIm, Pesaran & ShinJörg Breitung
TipPanel unit-root test allowing cross-sectional heterogeneityNonparametric panel unit-root test
Temeljni izvorIm, 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 ↗
Drugi naziviIPS 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
Srodne33
SažetakThe 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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ScholarGateUporedite metode: Im-Pesaran-Shin Test · Breitung Test. Preuzeto 2026-06-19 sa https://scholargate.app/sr/compare