Hypothesis testPanel unit-root tests

Levin-Lin-Chu (LLC) Panel Unit-Root Test

The Levin-Lin-Chu (LLC) test, introduced by Levin, Lin, and Chu (2002), is a first-generation panel unit-root test that pools cross-sectional information to test whether all units in a panel share a common autoregressive unit root. It is widely used in applied economics and finance when researchers work with balanced or near-balanced panels and require a powerful test against a homogeneous stationary alternative.

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Sources

  1. Levin, A., Lin, C.-F., & Chu, C.-S. J. (2002). Unit root tests in panel data: asymptotic and finite-sample properties. Journal of Econometrics, 108(1), 1–24. DOI: 10.1016/S0304-4076(01)00098-7

Related methods

Referenced by

ScholarGateLevin-Lin-Chu Test (Levin-Lin-Chu (LLC) Panel Unit-Root Test). Retrieved 2026-06-04 from https://scholargate.app/tr/econometrics/levin-lin-chu-test