摘要
近30年来面板数据分析和时间序列单位根检验获得了蓬勃发展,而这为面板单位根检验的发展奠定了基础。面板单位根检验的理论研究和实证研究已经成为当前计量经济学的一个热点。Levin和Lin提出的LL检验是最早被大量应用于实际的面板单位根检验,现在仍是最常用的面板单位检验方法之一。本文对LL检验进行了较详细的介绍,并给出了一个应用。
Panel data analysis and time series unit root test have developed rapidly during the recent 30 years, which laid the foundation for the development of panel unit root test. Both theory researches and empirical studies on panel unit root test are hot topics in econometrics. LL test proposed by Levin and Lin is the first one frequently used in empirical studies and is still one of mostly used panel unit root tests. This paper provides a detailed introduction of LL test and one application of LL test.
出处
《中南财经政法大学研究生学报》
2007年第3期16-20,共5页
Journal of the Postgraduate of Zhongnan University of Economics and Law
