[免费] 五种面板协整检验的比较

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Comparison of Panel Cointegration Tests

Deniz Dilan Karaman Örsal

Abstract
The main aim of this paper is to compare the size and size-adjusted power properties of four
residual-based and one maximum-likelihood-based panel cointegration tests with the help of
Monte Carlo simulations. In this study the panel-rho, the group-rho, the parametric panel-t,
the parametric group-t statistics of Pedroni(1999} and the standardized LR-bar statistic of
Larsson et al.(2001} are considered. The simulation results indicate that the panel-t and the
standardized LR-bar statistic have the best size and power properties among the five panel
cointegration test statistics evaluated.

316365.pdf (1.01 MB)

2009-4-17 20:13:00 上传

[免费] 五种面板协整检验的比较

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏5 回帖

关键词：面板协整检验 协整检验 面板协整 Standardized Integration 检验 面板

怎么没人顶啊。我顶一下

因为下不了………………

可以下~~顶~~

支持楼主

全英文的头大啊

慢慢看看。

好东西！！！！！！！

谢谢

补习英语中……