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.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- 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
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Kipimo cha Mizizi-Mmoja cha Augmented Dickey-Fuller (ADF)Ekonometriki↔ compare
- Jaribio la CIPSEkonometriki↔ compare
- Jaribio la Pesaran CD: Utambuzi wa Utegemezi wa Kimitambuka kwa Data ya PaneliEkonometriki↔ compare
Imerejelewa na
Umeona tatizo kwenye ukurasa huu? Ripoti au pendekeza marekebisho →