单位根与协整
69 种方法属于此方法族。
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ARDL 边界检验（Pesaran 边界检验）The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and S增广迪基-福勒（ADF）单位根检验The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling.增广迪基-福勒 (ADF) 单位根检验The Augmented Dickey-Fuller test is the standard procedure for determining whether a univariate time series contains a unit root — that is, whether the series is non-stationary. ItBreitung 面板单位根检验The Breitung test, introduced by Jörg Breitung in 2000, is a nonparametric panel unit-root test designed to assess whether all cross-sectional units in a balanced panel share a com截面增强迪基-富勒（CADF）检验The Cross-sectionally Augmented Dickey-Fuller (CADF) test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed to handle cross-sectional dependence aCIPS检验The 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
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全部方法 69
ARDL 边界检验（Pesaran 边界检验）增广迪基-福勒（ADF）单位根检验增广迪基-福勒 (ADF) 单位根检验Breitung 面板单位根检验截面增强迪基-富勒（CADF）检验CIPS检验协整检验（Johansen / Engle-Granger）横截面ARDL横截面NARDLDF-GLS检验：GLS去趋势迪基-福勒单位根检验动态普通最小二乘法 (DOLS) 估计量恩格尔-格兰杰协整检验ERS 点最优单位根检验Fisher面板单位根检验傅里叶增广迪基-富勒单位根检验傅里叶ARDL边界检验傅里叶恩格尔-格兰杰协整检验傅里叶 Johansen 协整检验傅里叶KPSS平稳性检验（含平滑结构性断点）傅里叶-Phillips-Perron (Fourier PP) 单位根检验傅里叶 Zivot-Andrews 单位根检验格里高利-汉森（Gregory-Hansen）协整检验（含制度转变）Hatemi-J 双重结构断点协整检验Im-Pesaran-Shin (IPS) 面板单位根检验KPSS平稳性检验Lee-Strazicich LM单位根检验（含两个结构性断点）Levin-Lin-Chu (LLC) 单位根检验Lumsdaine-Papell双结构突变单位根检验Maki 协整检验非线性增广迪基-福勒单位根检验 (KSS检验)非线性自回归分布式滞后 (NARDL) 模型非线性恩格尔-格兰杰协整非线性 KPSS 检验非线性 PP 单位根检验非线性Zivot-Andrews单位根检验面板ADF单位根检验面板ARDL边界检验面板协整检验（Pedroni、Kao、Westerlund）面板DF-GLS (Panel DF-GLS)面板 Engle-Granger 协整检验面板 Johansen 协整检验Hadri面板单位根检验 (Panel KPSS Test)面板非线性自回归分布式滞后（Panel NARDL）模型面板 Phillips-Perron 单位根检验面板 Zivot-Andrews 结构性断点单位根检验PANIC检验：基于共同因子分解的面板单位根分析Phillips-Ouliaris 残差协整检验Phillips-Perron (PP) 单位根检验Phillips-Perron单位根检验稳健增广迪基-福勒（ADF）单位根检验稳健Engle-Granger协整检验稳健Johansen协整检验稳健KPSS单位根检验稳健 Phillips-Perron (PP) 单位根检验稳健Zivot-Andrews检验结构性断点单位根检验 (Structural Break ADF Unit Root Test)结构性断点恩格尔-格兰杰协整检验结构性断点KPSS检验结构性断裂Phillips-Perron单位根检验结构性断点 Zivot-Andrews 单位根检验时变参数ADF单位根检验时变参数ARDL边界检验时变参数Engle-Granger协整时间变化参数 KPSS 检验时变参数Phillips-Perron单位根检验时变参数Zivot-Andrews单位根检验屈服线理论Zivot-Andrews 结构性断点检验带有一个结构性断裂的Zivot-Andrews单位根检验