摘要
By combining non-parameter Z test method for unit root test of time-series with IPS test method for panel data unit root test, we propose a new non-parameter unit root test method for panel data.This method solves the unit root test’s problem that {ε_ it } is L-order auto-correlaiton.Using random simulation method,we compare LL test with non-parameter unit root test for panel data.We found that the non-parameter unit root test is superior to LL test in this case.
By combining non-parameter Z test method for unit root test of time-series with IPS test method for panel data unit root test, we propose a new non-parameter unit root test method for panel data. This method solves the unit root test＇s problem that {εit} is L-order auto-correlaiton. Using random simulation method,we compare LL test with non-parameter unit root test for panel data. We found that the nonparameter unit root test is superior to LL test in this case.
出处
《统计研究》
CSSCI
北大核心
2006年第10期28-30,共3页
Statistical Research
基金
山东省优秀中青年科学家奖励基金(03BS011)
山东省软科学研究计划项目(B200546)
山东大学人文社会科学青年成长基金(0000054187013)。
