方法证据记录
Im-Pesaran-Shin Test
The Im-Pesaran-Shin (IPS) test, introduced by Im, Pesaran, and Shin in 2003, is a panel unit-root test designed for heterogeneous panels where the autoregressive coefficient is allowed to differ across cross-sectional units. It averages individual Augmented Dickey-Fuller (ADF) t-statistics and constructs a standardized statistic with a standard normal limiting distribution, making it one of the most widely applied first-generation panel unit-root tests in applied econometrics.
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Im-Pesaran-Shin (IPS) Panel Unit-Root Test
分类方法记录 · hypothesis-test / econometrics
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