1、  Test_BNG

 

PURPOSE: Bai and Ng (2003) test of unit root "A PANIC attack on unit root and cointegration", forthcoming Econometrica

2、  Test_CH

 

PURPOSE: Choi(2002 ) Test of Unit Root "Combinaition Unit Root Tests for Cross-Sectionally Correlated Panels"

3、  Test_IPS

 

URPOSE: Im, Pesaran and Shin (2003)test of unit root

% "Testing for Unit Root in Heterogeneous Panels", Journal of Econometrics, 115, 53-74

4、  Test_IV

 

PURPOSE: Chang (2002) unit root test "Nonlinear IV unit root test in panels with cross sectioal dependency"

%          Journal of Econometrics, 110, 261-292

%

5、  Test_LL

 

PURPOSE: Levin an Lin (1992) Unit Root Tests on Panel Data

% Levin, Lin and Chu (2002), Journal of Econometrics

 

6、  Test_MP

 

PURPOSE: Moon and Perron (2003) test of unit root "Testing for a Unit Root in Panels with Dynamic Factors",

% forthcoming Journal of Econometrics

 

7、  Test_MW

 

PURPOSE: Maddala_Wu(1999) Test of Unit Root "A Comparative Study of Unit Root Tests with Panel Data and a New simple test"

% Oxford Bulletinb of Economics and Statistics, Special Issue, 631-652

 

8、  Test_PS

 

% PURPOSE: Pesaran (2004) unit root test "A simple panel unit root test in the presence of

%          cross section dependence", Mimeo

 

[此贴子已经被作者于2009-4-12 21:30:07编辑过]