文件列表:

ADF\ADF_Individual.m (19080, 2006-06-07)
ADF\ADF_Individual_GS.m (15534, 2006-06-07)
ADF\Critical_DF.mat (475544, 2004-06-01)
ADF\Distribution.m (8341, 2004-08-27)
ADF\LongRun_Variance.m (7966, 2004-06-11)
ADF\NbFactors.m (9186, 2004-07-02)
ADF\Tables_Pesaran.mat (1371408, 2004-06-18)
ADF\Table_Pesaran.m (7215, 2004-06-15)
ADF\tdis_inv.m (852, 2000-06-06)
ADF\Test_BNG.m (22419, 2006-06-06)
ADF\Test_CH.m (54099, 2006-01-23)
ADF\Test_IPS.m (14981, 2006-01-23)
ADF\Test_IV.m (15016, 2006-01-23)
ADF\Test_LL.m (21644, 2006-01-23)
ADF\Test_MP.m (13657, 2006-01-23)
ADF\Test_MW.m (6021, 2006-01-23)
ADF\Test_PS.m (14926, 2006-01-23)
ADF (0, 2009-05-26)

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 本文来自: 人大经济论坛(http://www.pinggu.org) 详细出处参考：http://www.pinggu.org/bbs/b71i442***6p11.html

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