关于单位根检验的,如果有两种方法检验为没有单位根,其余都检验有单位根,怎么办?是平稳还是不平稳呢?
Panel unit root test: Summary
Series: LNGDP
Date: 02/15/14 Time: 14:08
Sample: 2002 2007
Exogenous variables: Individual effects, individual linear trends
Automatic selection of maximum lags
Automatic lag length selection based on AIC: 0
Newey-West automatic bandwidth selection and Bartlett kernel
Balanced observations for each test
Cross-
Method Statistic Prob.** sections Obs
Null: Unit root (assumes common unit root process)
Levin, Lin & Chu t* -4.80774 0.0000 9 45
Breitung t-stat 3.23501 0.9994 9 36