Kipimo cha Fisher cha Mizizi-Mmoja ya Paneli
Kipimo cha Mizizi-Mmoja ya Paneli cha aina ya Fisher (Maddala-Wu), kilichoanzishwa mwaka 1999, kinachanganya thamani za p za mizizi-mmoja za ADF za kila mtu kwa kutumia mfumo wa uchanganuzi mkuu wa hisi za chi-squared za Fisher ili kutoa takwimu moja ya kipimo cha paneli. Tofauti na mbinu ya Levin-Lin-Chu, haitoi kigezo kimoja cha kiotomatiki cha kurudi nyuma kwa pande zote, na kuifanya kuwa chaguo asilia kwa paneli zenye utofauti katika uchumi mkuu, fedha, na uchumi wa kikanda.
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
- Maddala, G. S., & Wu, S. (1999). A comparative study of unit root tests with panel data and a new simple test. Oxford Bulletin of Economics and Statistics, 61(S1), 631–652. DOI: 10.1111/1468-0084.0610s1631 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). Maddala-Wu (Fisher-type) Panel Unit-Root Test. ScholarGate. https://scholargate.app/sw/econometrics/fisher-panel-unit-root-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
- Kipimo cha Mizizi-Mmoja ya Paneli ya Im-Pesaran-Shin (IPS)Ekonometriki↔ compare
- Kipimo cha Mizizi-Moya ya Paneli ya Levin-Lin-Chu (LLC)Ekonometriki↔ compare
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