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Msaidizi
Hypothesis testPanel unit-root tests (2nd gen)

Kipimo cha Cross-sectionally Augmented Dickey-Fuller (CADF)

Kipimo cha Cross-sectionally Augmented Dickey-Fuller (CADF), kilichoanzishwa na Pesaran (2007), ni kipimo cha kizazi cha pili cha mizizi ya paneli kilichoundwa kushughulikia utegemezi wa sehemu za msalaba kati ya vitengo vya paneli. Tofauti na vipimo vya kizazi cha kwanza vya mizizi ya paneli ambavyo huchukulia uhuru wa sehemu za msalaba, kipimo cha CADF huongeza marejesho ya ADF ya kibinafsi na wastani wa sehemu za msalaba wa viwango vilivyocheleweshwa na tofauti za kwanza, na kuifanya ifae kwa paneli kubwa na tafiti za nchi mbalimbali ambapo mambo ya kawaida huendesha mwendo wa pamoja.

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Kipimo cha Cross-sectionally Augmented Dickey-Fuller (CADF)
Kipimo cha Mizizi-Mmoja…Jaribio la CIPSJaribio la Pesaran CD: U…PANIC

Vyanzo

  1. Pesaran, M. H. (2007). A simple panel unit root test in the presence of cross-section dependence. Journal of Applied Econometrics, 22(2), 265–312. DOI: 10.1002/jae.951

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Cross-sectionally Augmented Dickey-Fuller (CADF) Test. ScholarGate. https://scholargate.app/sw/econometrics/cadf-test

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ScholarGateCADF Test (Cross-sectionally Augmented Dickey-Fuller (CADF) Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/cadf-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026