Salīdzināt metodes
Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.
| Panel KPSS tests (Hadri panelitātes tests)× | Filipsa-Perona saknes tests× | |
|---|---|---|
| Nozare | Ekonometrija | Ekonometrija |
| Saime | Regression model | Regression model |
| Izcelsmes gads≠ | 2000 | 1988 |
| Autors≠ | Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992) | Peter C. B. Phillips and Pierre Perron |
| Tips≠ | Panel stationarity test | Hypothesis test (unit root) |
| Pirmavots≠ | Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161. DOI ↗ | Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346. DOI ↗ |
| Citi nosaukumi | KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS | PP test, PP unit root test, Phillips-Perron test, nonparametric unit root test |
| Saistītās≠ | 6 | 5 |
| Kopsavilkums≠ | 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 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. |
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