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Kiểm định CIPS×Kiểm định Pesaran CD: Chẩn đoán sự phụ thuộc chéo cho dữ liệu bảng×
Lĩnh vựcKinh tế lượngKinh tế lượng
HọHypothesis testHypothesis test
Năm ra đời20072021
Người khởi xướngM. Hashem PesaranM. Hashem Pesaran
LoạiPanel unit-root test with cross-section dependenceNon-parametric diagnostic test
Công trình gốcPesaran, M. H. (2007). A simple panel unit root test in the presence of cross-section dependence. Journal of Applied Econometrics, 22(2), 265–312. DOI ↗Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI ↗
Tên gọi khácPesaran CIPS Test, Cross-Sectionally Augmented IPS, Second-Generation Panel Unit-Root Test, CIPS Birim Kök TestiCD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi
Liên quan33
Tóm tắtThe CIPS test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed for panels in which the cross-sectional units share unobserved common factors that induce cross-section dependence. By augmenting each individual ADF regression with cross-sectional averages and their lags, the CIPS test accounts for this dependence and produces reliable inference where first-generation tests such as the original IPS test break down. It is widely applied in macroeconomic and finance panels where shocks propagate across countries or regions.The Pesaran CD test is a general diagnostic procedure for detecting cross-sectional dependence in panel data models. Developed by M. Hashem Pesaran (2021), it is applicable to both balanced and unbalanced panels with large N and T, and retains validity under heterogeneous slope coefficients. The test is widely adopted in empirical economics, finance, and political economy as a prerequisite check before selecting appropriate estimators or unit-root tests for panel datasets.
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ScholarGateSo sánh phương pháp: CIPS Test · Pesaran CD Test. Truy cập ngày 2026-06-18 từ https://scholargate.app/vi/compare