ScholarGate
Msaidizi
Hypothesis testCross-sectional dependence

Jaribio la Pesaran CD: Utambuzi wa Utegemezi wa Kimitambuka kwa Data ya Paneli

Jaribio la Pesaran CD ni utaratibu wa jumla wa utambuzi kwa ajili ya kugundua utegemezi wa kimitambuka katika mifano ya data ya paneli. Lililoendelezwa na M. Hashem Pesaran (2021), linatumika kwa paneli zote zenye usawa na zisizo na usawa zenye N na T kubwa, na linabaki halali chini ya vigawo vya mteremko visivyo sawa. Jaribio hili linatumika sana katika uchumi wa kimajaribio, fedha, na uchumi wa kisiasa kama ukaguzi wa awali kabla ya kuchagua makadirio sahihi au majaribio ya mizizi-moja kwa seti za data za paneli.

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Vyanzo

  1. Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI: 10.1007/s00181-020-01875-7

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Pesaran Cross-Sectional Dependence (CD) Test. ScholarGate. https://scholargate.app/sw/econometrics/pesaran-cd-test

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Imerejelewa na

ScholarGatePesaran CD Test (Pesaran Cross-Sectional Dependence (CD) Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/pesaran-cd-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026