各位大侠,IPS检验中如何实现显示的P值是小数点后4位?
输出结果如下:
ipshin ggr,lag(1) trend
Im-Pesaran-Shin test for cross-sectionally demeaned ggr
Deterministics chosen: constant & trend
t-bar test, N,T = (31,13) Obs = 341
Augmented by 1 lags (average)
t-bar cv10 cv5 cv1 W[t-bar] P-value
-2.279 -2.330 -2.380 -2.480 -0.621 0.267