面板单位根检验中,xtunitroot fisher 命令报告了四个统计量,判断是否存在单位根,主要关注哪个统计量呢?另外,如果在论文中报告 fisher adf 检验结果,应该报告哪个变量?还是四个变量都报告呀?
附检验结果:
. xtunitroot fisher l_c, trend dfuller lags(2) demean
Fisher-type unit-root test for l_c
Based on augmented Dickey-Fuller tests
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Ho: All panels contain unit roots Number of panels = 29
Ha: At least one panel is stationary Number of periods = 20
AR parameter: Panel-specific Asymptotics: T -> Infinity
Panel means: Included
Time trend: Included Cross-sectional means removed
Drift term: Not included ADF regressions: 2 lags
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Statistic p-value
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Inverse chi-squared(58) P 55.9605 0.5515
Inverse normal Z 0.7753 0.7809
Inverse logit t(149) L* 0.7790 0.7814
Modified inv. chi-squared Pm -0.1894 0.5751
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P statistic requires number of panels to be finite.
Other statistics are suitable for finite or infinite number of panels.
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