Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Панельний тест на одиничний корінь Філліпса-Перрона× | Панельний тест меж ARDL× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 1988 (original PP); panel adaptation widely established by 2003 | 2001 |
| Автор методу≠ | Phillips & Perron (1988); panel extension by Im, Pesaran & Shin (2003) | Pesaran, Shin & Smith |
| Тип≠ | Nonparametric unit root test | Bounds test for cointegration |
| Основоположне джерело≠ | Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53-74. DOI ↗ | Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326. DOI ↗ |
| Інші назви | Panel PP test, Phillips-Perron panel unit root, Im-Pesaran-Shin PP panel test, panel nonparametric unit root test | Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test |
| Пов'язані | 6 | 6 |
| Підсумок≠ | The Panel PP unit root test extends the nonparametric Phillips-Perron correction for serial correlation to a multi-individual panel setting. It tests the null hypothesis that all cross-sectional units contain a unit root, using a pooled or averaged PP-type statistic that is robust to heteroscedastic and serially correlated errors without requiring explicit lag selection. | The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both. |
| ScholarGateНабір даних ↗ |
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