The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Test of Homogeneity for Panel Bilinear Time Series Model

패널 중선형 시계열 모형의 동질성 검정

  • Lee, ShinHyung (Regin Cooperation Department, Gyeonggi District Employment and Labor Office) ;
  • Kim, SunWoo (Department of Information and Statistics, Chungbuk National University) ;
  • Lee, SungDuck (Department of Information and Statistics, Chungbuk National University)
  • 이신형 (경기고용노동지청 지역협력과) ;
  • 김선우 (충북대학교 정보통계학과) ;
  • 이성덕 (충북대학교 정보통계학과)
  • Received : 2013.04.25
  • Accepted : 2013.05.21
  • Published : 2013.06.30
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Abstract

The acceptance of the test of the homogeneity for panel time series models allows for the pooling of the series to achieve parsimony. In this paper, we introduce a panel bilinear time series model as well as derive the stationary condition and the limiting distribution of the test statistic of the homogeneity test for the model. For the applications study, we use Korea Mumps data from January 2001 to December 2008. Finally, we perform test of homogeneity for the panel data with 8 independent bilinear time series.

패널 시계열자료 분석에서 모수축약의 원칙에 충실하기 위해서 동질성 검정을 수행한다. 본 논문에서는 독립적인 중선형 시계열 패널 자료의 동질성 검정을 수행하기 위하여 먼저 중선형 시계열 모형의 정상성 조건을 구하고 최우추정량과 동질성 검정통계량과 극한 분포를 이끌어내며, 실증분석으로 우리나라 8도의 Mumps 패널자료를 이용해 8개 지역의 발병 추이에 대한 동질성 검정을 수행한다.

Keywords

References

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  2. Comparison between homogeneity test statistics for panel AR(1) model vol.29, pp.1, 2016, https://doi.org/10.5351/KJAS.2016.29.1.123