面板数据的单位根检验及其在增长收敛性检验上的应用_以西部地区经济

5043006019782006199999BhargavaBhargavaetal,1982DWQuah1990LevinLin1992PesaranShin1995FlrsFlrsetal.1995O'Connell1998TaylorSarno1998MaddalaGroen2000Chang2000InChoi2001LevinLin1993LLImPesaranShinIm,PesaranandShin,19972002HeterogenouspaneldataIPSLLNTTN/T0;IPS/T0[1](P95)HadriHadri20001982200751=1+++111=0=00:=1:12=00:=1=0:1030:=10=0:101123LLLLADF=++1+i=12Nt=12T0:=01:=0LLADF=1+=1++t=12T1AICSBCi=12NADF1=1+22521ˆtRSEˆˆLevinLinNTIPSIm-Pesaran-ShinIPSLL23IPS=+1+i=12Nt=12T30,23NNIPSN01NTHadri23LLIPSHadri2000LM=1+2+LM0LMZHadri=01a=1/6b=1/45LMEvansKarras531996LLStrauss2000AbuafJorion,1990LLIPS19291995481973[2][3](P101)Y=F[KLAt]4Atx420045ti001999BarroSala-i-Martin19781996GDPGDPGDP20001219992007GDPGDP(1978),54GDP19781999GDP22GDP%1978-19991999-20061978-20061978-19991999-20061978-20068.8416.2010.637.4610.728.267.549.888.128.2211.088.939.0611.069.557.3610.278.088.3810.648.945.4310.446.667.439.037.836.579.067.198.067.467.918.478.198.401978-19999.06%8.84%8.47%5.43%1.671999-200616.20%11.08%11.06%7.46%2.171978-200610.63%9.55%8.94%6.66%GDP12311978-199921999-200631978-2006GDPGDP123GDP1978-19991999-20061978-20061978-19991999-20061978-200619782006295556Eviews5.1FHausman1978-19991999-20061978-200633PanelData1978-20061978-19991999-2006-0.6210370.246703*0.0614760.049909-0.3697640.049157*GDP0.1090.036813*0.0020600.0077470.0623330.006518*R20.0260500.0002760.413431-0.1053-0.002-0.061931978-19995%1999-20066.19%5%41.34%1978-200610.53%2.6%,1.=++1+=1+7ADFAugmentedDickey-Fuller1978GDP441978-2006GDP419784564LLIPStPZPLL18.721.00IPS111.061.00LL216.891.00IPS216.331.00LL313.601.00IPS317.281.00Hadri1255HadriZ(1)PZ(2)PHadri210.630.00Hadri210.760.00Hadri39.150.00Hadri39.310.00LL11LL22LL33IPS1IPS2IPS3Hadri22Hadri33Z(1)Z(2)5Hadri197820062.1999199966LLIPStPZPLL19.327.581.001.00IPS112.546.051.001.00LL210.3014.961.001.00IPS212.547.321.001.00LL32.421.640.990.95IPS36.640.661.000.75Hadri77HadriZ(1)PZ(2)PHadri210.865.990.000.00Hadri210.855.560.000.00Hadri38.379.730.000.00Hadri38.4211.310.000.00571978200619782006[4](P73)2000[5]6p10.75PPPPPPCulverPapell(1997)SongWu1998McCoskeySelden:GDPLothgrenKarlsson(2000)LLIPS[1][][M].2007[2][J]2004(4)251[3][]N.[M].2005[4][M]2001[5][J]2006(7):57-68PanelDataUnitRootTestandApplicationinTestingGrowthConvergenceBasedonEconomicGrowthConvergenceoftheWesternRegionsZhouLijuanSchoolofInformationZhongnanUniversityofEconomicsandLawWuhan430060ChinaAbstract:Applicationofpaneldataunitroottesthasbeenthehotspotthatpeoplestudy.Thispaperdiscussesthreemethodsofpaneldataunitroottest,andutilizesitintestinggrowthconvergenceinviewofthepaneldataofpercapitaGDPinthewesternregionsfrom1978to2006.Carriedonnotthetimesharingcompartmentandthetimesharingcompartmentunitroottest,ittestshypothesisofeconomicgrowthconvergence.Comparedwithusingpaneldatamodelstoanalyseconvergence,itgetsaconsilientconclusionthatthereisnotaphenomenonofconvergence.Keywords:GrowthConvergencePanelDataUnitRootTest()