Jämför metoder
Granska de valda metoderna sida vid sida; rader som skiljer sig är markerade.
| Panel Zivot-Andrews test för strukturella brott i enhetsrötter× | Panel ADF-test för enhetsrötter× | |
|---|---|---|
| Ämnesområde | Ekonometri | Ekonometri |
| Familj | Regression model | Regression model |
| Ursprungsår≠ | 1992 (panel extension: 2000s) | 2002–2003 |
| Upphovsperson≠ | Zivot & Andrews (1992); extended to panel settings by subsequent literature | Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002) |
| Typ≠ | Unit root test with endogenous structural break | Unit root / stationarity test |
| Ursprungskälla≠ | Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270. 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 ↗ |
| Alias | panel ZA test, panel structural break unit root test, Zivot-Andrews panel unit root test, panel endogenous break unit root test | Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test |
| Närliggande | 6 | 6 |
| Sammanfattning≠ | The Panel Zivot-Andrews test extends the single-series Zivot-Andrews (1992) structural break unit root test to panel data, allowing each cross-sectional unit to have its own endogenously determined break date. It tests the null of a unit root against the alternative of stationarity with a one-time structural break, accounting for regime shifts that bias standard panel unit root tests toward false non-rejection. | 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. |
| ScholarGateDatamängd ↗ |
|
|