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Hypothesis testPanel unit-root tests

Kipimo cha Breitung Panel Unit-Root

Kipimo cha Breitung, kilichoanzishwa na Jörg Breitung mwaka 2000, ni kipimo kisicho cha kikanuni cha mizizi ya vitengo vya paneli kilichoundwa kutathmini kama vitengo vyote vya msalaba katika paneli iliyosawazishwa vinashiriki mizizi ya kitengo cha kawaida. Tofauti na vipimo vya kizazi cha kwanza vinavyoshindana, huepuka marekebisho ya upendeleo ambayo hutegemea uchaguzi wa kucheleweshwa au makadirio ya upana wa kernel, hivyo kuhifadhi nguvu ya ndani chini ya mbadala wa homogeneous. Hutumiwa sana katika makroekonomiki na fedha wakati mtafiti anashuku usawa wa msalaba katika muundo wa kiotomatiki.

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Vyanzo

  1. Breitung, J. (2000). The local power of some unit root tests for panel data. Advances in Econometrics, 15, 161–177. DOI: 10.1016/S0731-9053(00)15006-6

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Breitung Panel Unit-Root Test. ScholarGate. https://scholargate.app/sw/econometrics/breitung-test

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Imerejelewa na

ScholarGateBreitung Test (Breitung Panel Unit-Root Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/breitung-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026