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Panel KPSS test/Evidence
Method evidence record

Panel KPSS test

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.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Panel Kwiatkowski-Phillips-Schmidt-Shin Test
Taxonomic method record · regression-model / econometrics
  • Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161. · DOI 10.1111/1368-423X.00043
  • Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null of stationarity against the alternative of a unit root. Journal of Econometrics, 54(1-3), 159-178. · DOI 10.1016/0304-4076(92)90104-Y
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketAugmented Dickey-Fuller unit root testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel ADF Unit Root Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Data Analysismachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel PP unit root testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Zivot-Andrews testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPhillips-Perron unit root testmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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