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	बायेसियन फिलिप्स-पेरॉन यूनिट रूट टेस्ट	फिलिप्स-पेरॉन यूनिट रूट टेस्ट
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1988 / early 1990s	1988
प्रवर्तक	Phillips & Perron (classical test, 1988); Bayesian framework: Sims & Uhlig (1991)	Peter C. B. Phillips and Pierre Perron
प्रकार	Unit root test (Bayesian)	Hypothesis test (unit root)
मौलिक स्रोत	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335-346.	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.
उपनाम	Bayesian PP test, Bayesian Phillips-Perron test, Bayesian nonparametric unit root test, Bayes PP unit root	PP test, PP unit root test, Phillips-Perron test, nonparametric unit root test
संबंधित	5	5
सारांश	The Bayesian Phillips-Perron unit root test combines the nonparametric long-run variance correction of the classical Phillips-Perron test with a Bayesian inferential framework. Instead of a p-value, it yields a posterior probability or Bayes factor quantifying evidence for or against a unit root, allowing researchers to incorporate prior economic knowledge and obtain probability statements directly about the persistence of a time series.	The Phillips-Perron (PP) test is a nonparametric unit root test for time series that corrects for serial correlation and heteroscedasticity in the error term without adding lagged differences. Introduced by Phillips and Perron (1988), it applies a kernel-based long-run variance estimator to adjust the Dickey-Fuller statistic, making it robust to a wide class of weakly dependent error processes.