方法对比
并排查看您选择的方法；存在差异的行会高亮显示。
| 面板DF-GLS (Panel DF-GLS)× | 横截面ARDL× | |
|---|---|---|
| 领域 | 计量经济学 | 计量经济学 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 1996 | 2006 |
| 提出者≠ | Elliott, Rothenberg, and Stock (adapted to panels) | Pesaran and colleagues |
| 类型≠ | Stationarity test | Dynamic panel model |
| 开创性文献≠ | Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996). Efficient tests for an autoregressive unit root. Econometric Reviews, 13(4), 469-497. DOI ↗ | Pesaran, M. H., & Smith, R. (2016). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117. link ↗ |
| 别名 | Panel unit-root test | Panel ARDL with cross-sectional dependence |
| 相关 | 3 | 3 |
| 摘要≠ | Panel DF-GLS extends the Elliott, Rothenberg, and Stock (1996) GLS unit-root test to panel data, combining cross-sectional and time-series information to test whether variables contain unit roots. Introduced by Hadri and colleagues (2005), it is more powerful than standard panel unit-root tests (IPS, LLC) due to its GLS detrending approach. This test is essential for establishing stationarity before fitting cointegration or dynamic panel models. | CS-ARDL (Cross-Sectional ARDL) applies the ARDL framework to panel data while explicitly accounting for cross-sectional dependence—correlation of shocks and relationships across units (countries, firms, regions). Introduced by Pesaran and colleagues (2016), it extends panel ARDL methods to handle common factors or global shocks affecting all units simultaneously. This is crucial for realistic modeling of internationally integrated economies and firm networks. |
| ScholarGate数据集 ↗ |
|
|