방법 비교

	강건한 KPSS 정상성 검정	KPSS 정상성 검정
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	1992–2004	1992
창시자	Extension building on Kwiatkowski, Phillips, Schmidt & Shin (1992); robust variants developed by Hobijn, Franses & Ooms and others	Kwiatkowski, Phillips, Schmidt & Shin
유형	Hypothesis test	Stationarity test (reverse of unit-root tests)
원전	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.
별칭	Robust KPSS, outlier-robust stationarity test, robust LM stationarity test, KPSS with robustness correction	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi
관련	2	4
요약	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.