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Hypothesis testPanel unit-root tests (2nd gen)

Jaribio la CIPS — Jaribio la Unit-Root la Paneli ya IPS Iliyoongezwa Kisekta

Jaribio la CIPS, lililoanzishwa na Pesaran (2007), ni jaribio la kizazi cha pili la unit-root la paneli lililoundwa kwa ajili ya paneli ambazo vitengo vya kisekta vinashiriki vipengele vya kawaida visivyoonekana vinavyosababisha utegemezi wa kisekta. Kwa kuongeza kila rejista ya kibinafsi ya ADF kwa wastani wa kisekta na ucheleweshaji wake, jaribio la CIPS huzingatia utegemezi huu na hutoa hitimisho la kuaminika ambapo majaribio ya kizazi cha kwanza kama vile jaribio asili la IPS hushindwa. Linatumika sana katika paneli za uchumi mkuu na fedha ambapo mishtuko huenea katika nchi au mikoa.

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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 IPS (CIPS) Panel Unit-Root Test. ScholarGate. https://scholargate.app/sw/econometrics/cips-test

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Imerejelewa na

ScholarGateCIPS Test (Cross-sectionally Augmented IPS (CIPS) Panel Unit-Root Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/cips-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026