【摘要】 针对含有变结构点的面板数据易产生"伪单位根"现象,提出面板循序检验方法:首先给出检验模型和检验步骤,其次通过Monte Carlo模拟得到检验统计量的临界值,最后结合我国各地区的GDP数据进行实证分析。研究发现:中国GDP数据为带有结构突变的趋势平稳序列。更多还原

【Abstract】 Sequential tests for structural change points in panel data is proposed to depict spurious unit root in panel data.Method of Sequential test is given firstly,then the critical values of test statistic are considered by Monte Carlo simulation.Finally empirical study on GDP of China is given,and results indicate that GDP of China is a stationary panel data with structural change.更多还原