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Kielelezo cha Athari Zilizowekwa za Data ya Paneli×Jaribio la Pesaran CD: Utambuzi wa Utegemezi wa Kimitambuka kwa Data ya Paneli×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelHypothesis test
Mwaka wa asili20142021
MwanzilishiHsiao (textbook treatment); within transformation of panel dataM. Hashem Pesaran
AinaPanel data regressionNon-parametric diagnostic test
Chanzo asiliaHsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI ↗
Majina mbadalafixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler ModeliCD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi
Zinazohusiana53
MuhtasariThe Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).The Pesaran CD test is a general diagnostic procedure for detecting cross-sectional dependence in panel data models. Developed by M. Hashem Pesaran (2021), it is applicable to both balanced and unbalanced panels with large N and T, and retains validity under heterogeneous slope coefficients. The test is widely adopted in empirical economics, finance, and political economy as a prerequisite check before selecting appropriate estimators or unit-root tests for panel datasets.
ScholarGateSeti ya data
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  1. v1
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  3. PUBLISHED

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ScholarGateLinganisha mbinu: Panel Fixed Effects · Pesaran CD Test. Imepatikana 2026-06-19 kutoka https://scholargate.app/sw/compare