面板数据单位根检验LLC方法与IPS方法比较研究

在经济分析中,面板数据单位根检验LLC方法与IPS方法得到广泛运用。但目前国内一些实证研究对这两种方法的认识情况存在不足。本文从检验模型、检验假设、数据处理方法、检验式统计量、适用的样本容量、N和T条件等方面细致比较了LLC方法与IPS方法的差别。并提出二者的根本区别,对两种检验方法存在的问题进行了进一步探讨。

Comparison Research into the LLC and IPS Methods of Unit Root Test in Panel Data

LLC method and IPS method of unit root test in panel data are being used widely in economic analysis.However,in some present empirical analysis in our country,there are flaws of the understanding of these two methods.This paper carefully compares the differences of LLC method and IPS method from test model,hypothesis、data processing、test function、sample size and the condition of N&T. Furthermore,this paper proposes the fundamental differences of these two methods and discusses some problems about these two methods.