方法证据记录
Panel ARDL Bounds Test
The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both.
源记录
引文逐字复制自方法源记录。这些引文不代表任何层级的验证。
Panel Autoregressive Distributed Lag Bounds Testing Approach
分类方法记录 · regression-model / econometrics
- Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326. · DOI 10.1002/jae.616
- Pesaran, M. H., & Pesaran, B. (1997). Working with Microfit 4.0: Interactive Econometric Analysis. Oxford University Press. · URL
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