<P>各路高手们,我最近在做面板数据问题,在进行面板数据单位根检验时,发现LLC检验, Bretung 检验,Im-pesaran-skin检验, fisher-ADF检验, fisher-PP检验怎么都不太相同,我该以那一个为准呢.下面是我的单位根检验,高手给看看把,先谢谢了!!!!!!!!!!这是在Eviews5.0中的结果!!!</P>
<P>Exogenous variables: Individual effects, individual linear trends <BR>Automatic selection of maximum lags <BR>Automatic selection of lags based on SIC: 0 to 5 <BR>Newey-West bandwidth selection using Bartlett kernel <BR> <BR> Cross- <BR>Method Statistic Prob.** sections Obs<BR>Null: Unit root (assumes common unit root process) <BR>Levin, Lin &amp; Chu t* 0.20145 0.5798 28 687<BR>Breitung t-stat 3.65777 0.9999 28 659<BR> <BR>Null: Unit root (assumes individual unit root process) <BR>Im, Pesaran and Shin W-stat -3.02583 0.0012 28 687<BR>ADF - Fisher Chi-square 91.6667 0.0019 28 687<BR>PP - Fisher Chi-square 38.5266 0.9639 28 728<BR> <BR>Null: No unit root (assumes common unit root process) <BR>Hadri Z-stat 7.08656 0.0000 28 756<BR> <BR></P>


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