Frees Cross-Sectional Dependence Test for Panel Data
Kipimo cha Frees, kilichoanzishwa na Edward Frees mwaka 1995, ni utaratibu wa uchunguzi usio wa kigezo (non-parametric) kwa kugundua utegemezi wa pande za msalaba (cross-sectional dependence) katika data za paneli. Kimeundwa kwa ajili ya mazingira ambapo N (idadi ya vitengo) ni kubwa na T (vipindi vya muda) ni vya wastani, hivyo kukifanya kiwe ni ukaguzi wa kawaida wa kabla ya kuendesha makadirio (pre-estimation check) kabla ya kutumia mbinu za urejeshaji wa paneli (panel regression methods) zinazodhania uhuru wa pande za msalaba. Wanauchumi wanaotumia na wanasayansi wa jamii hukitumia mara kwa mara ili kuthibitisha kama vitengo katika paneli vinashiriki mshtuko wa pamoja (common shocks) au viungo vya anga (spatial linkages).
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Vyanzo
- Frees, E. W. (1995). Assessing cross-sectional correlation in panel data. Journal of Econometrics, 69(2), 393–414. DOI: 10.1016/0304-4076(94)01658-M ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). Frees Cross-Sectional Dependence Test. ScholarGate. https://scholargate.app/sw/econometrics/frees-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.
- Hitilafu Sanifu za Driscoll-KraayEkonometriki↔ compare
- Kielelezo cha Athari Zilizowekwa za Data ya PaneliEkonometriki↔ compare
- Jaribio la Pesaran CD: Utambuzi wa Utegemezi wa Kimitambuka kwa Data ya PaneliEkonometriki↔ compare
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