Regression modelEconometrics / time series

Panel Phillips-Perron test za jedinice korena

Panel PP test za jedinice korena proširuje neparametarsku Phillips-Perron korekciju za serijsku korelaciju na panel postavku sa više individualnih jedinica. Testira nultu hipotezu da sve poprečne jedinice sadrže jedinicu korena, koristeći udruženi ili prosečni PP-tip statistiku koja je robusna na heteroskedastične i serijski korelirane greške bez potrebe za eksplicitnim izborom zaostatka.

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Izvori

  1. Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53-74. DOI: 10.1016/S0304-4076(03)00092-7
  2. Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335-346. DOI: 10.1093/biomet/75.2.335

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Panel Phillips-Perron Unit Root Test. ScholarGate. https://scholargate.app/sr/econometrics/panel-pp-unit-root-test

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ScholarGatePanel PP unit root test (Panel Phillips-Perron Unit Root Test). Preuzeto 2026-06-15 sa https://scholargate.app/sr/econometrics/panel-pp-unit-root-test · Skup podataka: https://doi.org/10.5281/zenodo.20539026