Methoden vergleichen

	Fourier-KPSS-Test auf Stationarität mit glatten strukturellen Brüchen	KPSS-Stationaritätstest	Der Panel KPSS-Test (Hadri Panel Stationarity Test)
Fachgebiet	Ökonometrie	Ökonometrie	Ökonometrie
Familie	Regression model	Regression model	Regression model
Entstehungsjahr	2006	1992	2000
Urheber	Becker, Enders, and Lee	Kwiatkowski, Phillips, Schmidt & Shin	Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992)
Typ	Stationarity test	Stationarity test (reverse of unit-root tests)	Panel stationarity test
Wegweisende Quelle	Becker, R., Enders, W., & Lee, J. (2006). A stationarity test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381-409.	Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, 54(1–3), 159–178.	Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161.
Aliasnamen	Fourier KPSS, flexible Fourier stationarity test, F-KPSS, KPSS with Fourier approximation	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi	KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS
Verwandt	3	4	6
Zusammenfassung	The Fourier KPSS test extends the standard KPSS stationarity test by embedding a flexible Fourier series in the deterministic component of the model. This approach captures smooth, gradual structural breaks in the level or trend of a time series without requiring the researcher to specify the number or timing of those breaks, yielding more reliable inference under structural change.	The KPSS test, introduced by Kwiatkowski, Phillips, Schmidt and Shin in 1992, tests the null hypothesis that a series is stationary against the alternative that it contains a unit root — the reverse of the ADF and Phillips-Perron tests. By flipping the burden of proof, it is designed to be used alongside unit-root tests so that the two can confirm one another and expose ambiguous, borderline cases.	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.