面板数据的单位根检验和协整检验_实证分析西部省市固定投资与工业增加值之间的关系
摘要:本文介绍了面板数据的单位根检验和协整检验,实证分析西部九省市固定投资和工业增加
值的关系,Engle-Granger检验拒绝部分省市具有均衡增长关系,面板协整检验接受西部地区具有
均衡增长关系。
关键词:面板协整;面板单位根;工业增加值;固定投资
中图分类号:0212·1,F403·5文献标识码:A

PanelUintRoot and Cointegration Tests
———Empirical Illustration betweenValue-added of Industry and
Investment in FixedAssets in China’sWestern Provinces
YANG Zheng1,TIAN Zheng1,DANGHuai-yi2
(1·Department ofAppliedMathematics,Northwestern Polytechnica1 University,Xi’an 710072,China;
2·Chinese FlightTestEstablishment,Xi’an, 710089,China)
Abstract:The theory and application ofpanelunit roots tests and panel cointegration tests are introduced in this pa-
per. In an application to the relationship between value-added of industry (VAI) and investment in fixed assets
(IFA) inWestern China’s provinces, theEngle-Granger tests rejectcointegration in some provinces, butpanel coin-
tegration test is in favor of the hypothesis that there is a cointegration between VAI and IFA inWestern Region.
Keywords:PanelCointegration; PanelUnitRoot;Value-added of Industry; Investment in Fixed Assets.