Compara mètodes

	Test KPSS de Panell (Test d'Estacionarietat del Panell d'Hadri)	Test de Zivot-Andrews de rel d'unitat amb un trencament estructural
Camp	Econometria	Econometria
Família	Regression model	Hypothesis test
Any d'origen	2000	1992
Autor original	Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992)	Eric Zivot & Donald Andrews
Tipus	Panel stationarity test	Sequential unit-root test with endogenous break-point selection
Font seminal	Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161.	Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270.
Àlies	KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Relacionats	6	3
Resum	The Panel KPSS test, introduced by Hadri (2000), tests the null hypothesis that all series in a panel are stationary against the alternative that some or all contain a unit root. It extends the univariate KPSS framework to panel data by aggregating individual LM statistics, providing higher power than unit-root tests when most series are in fact stationary.	The Zivot-Andrews (ZA) test, introduced by Eric Zivot and Donald Andrews in 1992, is a sequential unit-root test that allows for a single structural break at an unknown date. It extends the augmented Dickey-Fuller framework by endogenously selecting the break point that provides the strongest evidence against the unit-root null hypothesis, making it particularly useful for macroeconomic and financial time series that may have been disrupted by events such as policy changes, financial crises, or supply shocks.