| 面板数据的单位根检验和协整检验——实证分析西部省市固定投资与工业增加值之间的关系 |
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| 引用本文： | 杨政,田铮,党怀义.面板数据的单位根检验和协整检验——实证分析西部省市固定投资与工业增加值之间的关系[J].数理统计与管理,2007,26(3):420-426. |
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| 作者姓名： | 杨政 田铮 党怀义 |
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| 作者单位： | 1. 西北工业大学应用数学系,陕西,西安,710072
2. 中国飞行试验研究所,陕西,西安,710089 |
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| 摘 要： | 本文介绍了面板数据的单位根检验和协整检验,实证分析西部九省市固定投资和工业增加值的关系,Engle-G ranger检验拒绝部分省市具有均衡增长关系,面板协整检验接受西部地区具有均衡增长关系。
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| 关 键 词： | 面板协整 面板单位根 工业增加值 固定投资 |
| 文章编号： | 1002-1566（2007）03-0420-07 |
| 修稿时间： | 2006-03-24 |
Panel Uint Root and Cointegration Tests——Empirical Illustration between Value-added of Industry and Investment in Fixed Assets in China's Western Provinces |
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| YANG Zheng,TIAN Zheng,DANG Huai-yi.Panel Uint Root and Cointegration Tests——Empirical Illustration between Value-added of Industry and Investment in Fixed Assets in China''''s Western Provinces[J].Application of Statistics and Management,2007,26(3):420-426. |
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| Authors: | YANG Zheng TIAN Zheng DANG Huai-yi |
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| Abstract: | The theory and application of panel unit roots tests and panel cointegration tests are introduced in this paper.In an application to the relationship between value-added of industry(VAI)and investment in fixed assets(IFA) in Western China's provinces,the Engle-Granger tests reject cointegration in some provinces,but panel cointegration test is in favor of the hypothesis that there is a cointegration between VAI and IFA in Western Region. |
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| Keywords: | Panel Cointegration Panel Unit Root Value - added of Industry Investment in Fixed Assets |
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