השוואת שיטות
סקרו את השיטות שבחרתם זו לצד זו; שורות שבהן יש הבדל מודגשות.
| מבחן קיי.פי.אס.אס (KPSS) לנייחות× | מבחן KPSS פאנל (מבחן חאדרי ליציבות פאנל)× | |
|---|---|---|
| תחום | אקונומטריקה | אקונומטריקה |
| משפחה | Regression model | Regression model |
| שנת המקור≠ | 1992 | 2000 |
| הוגה השיטה≠ | Kwiatkowski, Phillips, Schmidt & Shin | Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992) |
| סוג≠ | Stationarity test (reverse of unit-root tests) | Panel stationarity test |
| מקור מכונן≠ | 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. DOI ↗ | Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161. DOI ↗ |
| כינויים≠ | Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi | KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS |
| קשורות≠ | 4 | 6 |
| תקציר≠ | 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. | 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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