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截面独立与相关下的面板协整检验的比较 被引量:2

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摘要 面板协整检验在经济分析中获得广泛应用,文章对截面独立和相关情形下的四种面板协整检验——Kao检验、Pedroni检验、PCT检验和PANIC检验进行系统的比较,揭示其在模型设定、假设设置、统计量构造、渐近性质以及具体运用场合等方面的异同,并分析国内面板应用研究中协整检验方法运用中存在的问题。
出处 《统计与决策》 CSSCI 北大核心 2013年第21期10-14,共5页 Statistics & Decision
基金 国家自然科学基金资助项目(71171166)
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