Regression modelEconometrics / time series
面板 Phillips-Perron 单位根检验
面板 PP 单位根检验将非参数的 Phillips-Perron 序列相关性修正扩展到多个体面板设定中。它检验所有横截面单位都包含单位根的原假设，使用对异方差和序列相关的误差稳健的汇总或平均 PP 型统计量，而无需显式选择滞后阶数。
阅读完整方法
仅限会员
登录使用免费账户登录即可阅读本节。
Method map
The neighbourhood of related methods — select a node to explore.
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 ↗
- Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335-346. DOI: 10.1093/biomet/75.2.335 ↗
如何引用本页
ScholarGate. (2026, June 3). Panel Phillips-Perron Unit Root Test. ScholarGate. https://scholargate.app/zh/econometrics/panel-pp-unit-root-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- 增广迪基-福勒 (ADF) 单位根检验计量经济学↔ compare
- 面板ADF单位根检验计量经济学↔ compare
- 面板ARDL边界检验计量经济学↔ compare
- 面板 Engle-Granger 协整检验计量经济学↔ compare
- Hadri面板单位根检验 (Panel KPSS Test)计量经济学↔ compare
- Phillips-Perron单位根检验计量经济学↔ compare