Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Contraste de estacionariedad KPSS de Fourier con rupturas estructurales suaves× | Prueba KPSS de Panel (Prueba de Estacionariedad de Panel de Hadri)× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 2006 | 2000 |
| Autor original≠ | Becker, Enders, and Lee | Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992) |
| Tipo≠ | Stationarity test | Panel stationarity test |
| Fuente seminal≠ | 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. DOI ↗ | Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161. DOI ↗ |
| Alias | Fourier KPSS, flexible Fourier stationarity test, F-KPSS, KPSS with Fourier approximation | KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS |
| Relacionados≠ | 3 | 6 |
| Resumen≠ | 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 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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