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  • 匿名
关注:1 2013-05-23 12:21

求翻译:最近的文献研究表明,在面板数据基础上进行单位根检验,相比单个时间序列,具有更高的可靠性,通常的检验方法为Fisher-ADF检验。Fisher-ADF面板数据单位根检验的原假设是存在单位根,但个体的单位根不同,通过先计算各个单元的统计量,然后再构造面板统计量进行检验,同时Fisher-ADF检验还考虑了单元之间的相关性。滞后项的选择仍然是以AIC为标准,对每个个体的滞后项数进行选择。单位根检验结果如表2。是什么意思?

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最近的文献研究表明,在面板数据基础上进行单位根检验,相比单个时间序列,具有更高的可靠性,通常的检验方法为Fisher-ADF检验。Fisher-ADF面板数据单位根检验的原假设是存在单位根,但个体的单位根不同,通过先计算各个单元的统计量,然后再构造面板统计量进行检验,同时Fisher-ADF检验还考虑了单元之间的相关性。滞后项的选择仍然是以AIC为标准,对每个个体的滞后项数进行选择。单位根检验结果如表2。
问题补充:

  • 匿名
2013-05-23 12:21:38
The recent literature studies have shown that, on the basis of the panel data unit root test, compared to a single time series, with higher reliability, the usual test methods for the inspection of the fisher-adf. the fisher-adf panel data unit root test the null hypothesis that there is unit root,
  • 匿名
2013-05-23 12:23:18
Recent research has shown that in panel data 单位根 inspection on the basis of a single time series, compared with a high degree of reliability, and is usually the method of examination for Fisher - ADF inspection. Fisher - ADF 单位根 Inspection Panel data of the original hypothesis is the existence of th
  • 匿名
2013-05-23 12:24:58
  • 匿名
2013-05-23 12:26:38
Recent literature has shown that, in Panel unit root tests on the basis of data, compared to a single time series, with high reliability, usually testing method for Fisher-ADF testing. Data Fisher-ADF Panel unit root is the null hypothesis of unit root tests exist, but the individual units of differ
  • 匿名
2013-05-23 12:28:18
 
 
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