Hypothesis testPanel unit-root tests
Im-Pesaran-Shin (IPS) 面板单位根检验
Im, Pesaran 和 Shin 于 2003 年提出的 Im-Pesaran-Shin (IPS) 检验是一种面板单位根检验，专为异质性面板设计，其中允许自回归系数在不同截面单位之间变化。该检验平均化个体扩充迪基-福勒 (ADF) t 统计量，并构建一个具有标准正态极限分布的标准化统计量，使其成为应用计量经济学中最广泛应用的第一代面板单位根检验之一。
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来源
- Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74. DOI: 10.1016/S0304-4076(03)00092-7 ↗
如何引用本页
ScholarGate. (2026, June 2). Im-Pesaran-Shin (IPS) Panel Unit-Root Test. ScholarGate. https://scholargate.app/zh/econometrics/im-pesaran-shin-test
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