【学习笔记 】单位根检验与面板数据的比较研究和一种新的简单检验（15）

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

AComparative study of unit root tests with panel data and a new simple test（15）

G. S.Maddala and Shaowen Wu

(H. D.Thoreau: Walden)

Tests based onBonferroni inequality

1，Forthe correlated errors case we argued that, for both the Fisher test statistic andthe IPS test statistic, the distribution involves nuisance parameters, but bootstrapmethods could be used to make inferences.

2，Thereis, however, one test statistic that is equally applicable in both theuncorrelated and correlated cases. This is the statistic based on the Bonferroniinequality (see Alt, 1982) and discussed in Dufour and Torres (1996). Thesetests have also been discussed earlier in Savin (1984) and Dufour (1990).

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1 回帖

关键词：单位根检验 面板数据 学习笔记 比较研究 习笔记

为您点赞！

点赞

thanks for sharing

谢谢分享

谢谢分享

谢谢分享