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Msaidizi
Hypothesis testPanel unit-root tests

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.

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Vyanzo

  1. 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

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Imerejelewa na

ScholarGateFisher Panel Unit-Root Test (Maddala-Wu (Fisher-type) Panel Unit-Root Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/fisher-panel-unit-root-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026