Módszerek összehasonlítása

	KPSS stacionaritási teszt	Hadri Panel KPSS Stacionaritási Teszt	Zivot–Andrews-féle egységgyök-teszt egyetlen strukturális töréssel
Tudományterület	Ökonometria	Ökonometria	Ökonometria
Módszercsalád	Regression model	Regression model	Hypothesis test
Keletkezés éve	1992	2000	1992
Megalkotó	Kwiatkowski, Phillips, Schmidt & Shin	Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992)	Eric Zivot & Donald Andrews
Típus	Stationarity test (reverse of unit-root tests)	Panel stationarity test	Sequential unit-root test with endogenous break-point selection
Alapmű	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.	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.
Alternatív nevek	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi	KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Kapcsolódó	4	6	3
Összefoglaló	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.	The Zivot-Andrews (ZA) test, introduced by Eric Zivot and Donald Andrews in 1992, is a sequential unit-root test that allows for a single structural break at an unknown date. It extends the augmented Dickey-Fuller framework by endogenously selecting the break point that provides the strongest evidence against the unit-root null hypothesis, making it particularly useful for macroeconomic and financial time series that may have been disrupted by events such as policy changes, financial crises, or supply shocks.