Comparer des méthodes

	Test de KPSS Robuste pour la Stationnarité	Test de stationnarité KPSS
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1992–2004	1992
Auteur d'origine	Extension building on Kwiatkowski, Phillips, Schmidt & Shin (1992); robust variants developed by Hobijn, Franses & Ooms and others	Kwiatkowski, Phillips, Schmidt & Shin
Type	Hypothesis test	Stationarity test (reverse of unit-root tests)
Source fondatrice	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.	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.
Alias	Robust KPSS, outlier-robust stationarity test, robust LM stationarity test, KPSS with robustness correction	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi
Apparentées	2	4
Résumé	The Robust KPSS test is an extension of the classical Kwiatkowski-Phillips-Schmidt-Shin (1992) stationarity test that replaces the conventional long-run variance estimator with an outlier-robust or heteroscedasticity-robust counterpart, maintaining reliable size and power in the presence of contaminated observations, structural breaks, or non-standard error distributions.	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.