Sammenlign metoder

	Tidsserie-varierende parameter KPSS-test	Phillips-Perron (PP) enhedstest
Fagområde	Økonometri	Økonometri
Familie	Regression model	Regression model
Oprindelsesår	2000s-2010s	1988
Ophavsperson	Extension of Kwiatkowski, Phillips, Schmidt, and Shin (1992); time-varying generalizations developed by Cavaliere, Taylor, and others	Peter C. B. Phillips & Pierre Perron
Type	Hypothesis test (stationarity)	Unit-root test for stationarity
Oprindelig kilde	Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? Journal of Econometrics, 54(1-3), 159-178.	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.
Aliasser	TVP-KPSS test, time-varying KPSS stationarity test, locally stationary KPSS test, TV-KPSS	PP test, Phillips-Perron unit root test, Phillips-Perron birim kök testi
Relaterede	3	4
Resumé	The time-varying parameter KPSS test extends the classic Kwiatkowski-Phillips-Schmidt-Shin (1992) stationarity test to settings where the deterministic or stochastic components of a series may shift over time. It tests the null hypothesis of stationarity while allowing the model's parameters to evolve, making it robust to structural instability that would otherwise distort the standard KPSS result.	The Phillips-Perron test, proposed by Peter Phillips and Pierre Perron in 1988, tests for a unit root in a time series, like the Augmented Dickey-Fuller test, but corrects for autocorrelation and heteroskedasticity in the errors non-parametrically rather than by adding lagged differences. It runs a simple Dickey-Fuller regression and then adjusts the test statistic using a long-run variance estimate, so the practitioner need not choose a lag length for the regression itself.