Comparer des méthodes

	Panel KPSS test	Test de racine unitaire avec rupture structurelle pour panel Zivot-Andrews
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2000	1992 (panel extension: 2000s)
Auteur d'origine	Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992)	Zivot & Andrews (1992); extended to panel settings by subsequent literature
Type	Panel stationarity test	Unit root test with endogenous structural break
Source fondatrice	Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161.	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.
Alias	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
Apparentées	6	6
Résumé	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.