Vipimo vya Kointergesheni ya Paneli (Pedroni, Kao, Westerlund)
Vipimo vya kointergesheni ya paneli huangalia kama seti ya vigezo vilivyounganishwa vinashiriki uhusiano thabiti wa usawa wa muda mrefu katika paneli ya vitengo vya sehemu-mtambuka. Pedroni (1999, 2004) anatoa vipimo vya paneli zisizo sawa na takwimu saba, Kao (1999) anatoa kipimo cha paneli sawa kinachotegemea ADF, na Westerlund (2007) anaongeza vipimo vinavyotegemea marekebisho ya makosa ambavyo ni imara dhidi ya mabadiliko ya kimuundo na utegemezi wa sehemu-mtambuka.
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
- Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625. DOI: 10.1017/S0266466604203073 ↗
- Westerlund, J. (2007). Testing for Error Correction in Panel Data. Oxford Bulletin of Economics and Statistics, 69(6), 709–748. DOI: 10.1111/j.1468-0084.2007.00477.x ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 1). Panel Cointegration Tests (Pedroni, Kao, Westerlund). ScholarGate. https://scholargate.app/sw/econometrics/panel-cointegration
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.
- Msimamizi wa Wastani Ulioongezwa (Augmented Mean Group - AMG)Ekonometriki↔ compare
- Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)Ekonometriki↔ compare
- Kielelezo cha Athari Zilizowekwa za Data ya PaneliEkonometriki↔ compare
Imerejelewa na
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