Compara mètodes

	Test de Raíz Unitaria con Ruptura Estructural de Panel Zivot-Andrews	Test KPSS de Panell (Test d'Estacionarietat del Panell d'Hadri)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1992 (panel extension: 2000s)	2000
Autor original	Zivot & Andrews (1992); extended to panel settings by subsequent literature	Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992)
Tipus	Unit root test with endogenous structural break	Panel stationarity test
Font seminal	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.	Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161.
Àlies	panel ZA test, panel structural break unit root test, Zivot-Andrews panel unit root test, panel endogenous break unit root test	KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS
Relacionats	6	6
Resum	The Panel Zivot-Andrews test extends the single-series Zivot-Andrews (1992) structural break unit root test to panel data, allowing each cross-sectional unit to have its own endogenously determined break date. It tests the null of a unit root against the alternative of stationarity with a one-time structural break, accounting for regime shifts that bias standard panel unit root tests toward false non-rejection.	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.