| 面板单位根检验方法及稳定性的探讨 |
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| 引用本文： | 吕延方,陈磊.面板单位根检验方法及稳定性的探讨[J].数学的实践与认识,2010,40(21). |
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| 作者姓名： | 吕延方 陈磊 |
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| 摘 要： | 单位根检验在近30年是计量经济学中最活跃的领域之一.面板数据单位根检验方法比常规时间序列单位根检验方法复杂,一直是国际经济计量学界研究的热点与难点问题,到目前为止还远未形成一个统一的框架进行检验.为更好地发展和完善面板数据的单位根检验方法,使用具体数据进行多次模拟实验,对国际上通行的检验方法进行较为详细、深入的探讨,最后比较、核对、确认检验方法的稳定性.
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| 关 键 词： | 面板 面板单位根 稳定性 |
The Analysis of Panel Data's Unit Root Test Method and Stability |
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| LV Yan-fang,CHEN Lei.The Analysis of Panel Data's Unit Root Test Method and Stability[J].Mathematics in Practice and Theory,2010,40(21). |
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| Authors: | LV Yan-fang CHEN Lei |
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| Abstract: | This article summarizes the Panel Data's unit root test theory,method and analysis technology.The Panel Data's unit root test so far have not completely unified,and especially the test method's stability is now the hot and tough topic of Econometric Academic World.In order to develop and improve Panel Data's unit root test method,this article applies the concrete data to carry on the several simulation tests,then discuss in detail the popular test method's stability and finally compare,checkup and verify the stability of test method. |
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| Keywords: | panel data panel data's unit root stability |
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