Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Panel KPSS testi (Hadri paneeli stationaarsustest)× | Paneeli Zivot-Andrewsi struktuurimuutuse ühikujuure test× | |
|---|---|---|
| Valdkond | Ökonomeetria | Ökonomeetria |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 2000 | 1992 (panel extension: 2000s) |
| Looja≠ | Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992) | Zivot & Andrews (1992); extended to panel settings by subsequent literature |
| Tüüp≠ | Panel stationarity test | Unit root test with endogenous structural break |
| Algallikas≠ | Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161. DOI ↗ | 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. DOI ↗ |
| Rööpnimetused | KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS | panel ZA test, panel structural break unit root test, Zivot-Andrews panel unit root test, panel endogenous break unit root test |
| Seotud | 6 | 6 |
| Kokkuvõte≠ | 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. | 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. |
| ScholarGateAndmestik ↗ |
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