Salīdzināt metodes

	Robustais KPSS stacionaritātes tests	KPSS stacionaritātes tests
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1992–2004	1992
Autors	Extension building on Kwiatkowski, Phillips, Schmidt & Shin (1992); robust variants developed by Hobijn, Franses & Ooms and others	Kwiatkowski, Phillips, Schmidt & Shin
Tips	Hypothesis test	Stationarity test (reverse of unit-root tests)
Pirmavots	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.
Citi nosaukumi	Robust KPSS, outlier-robust stationarity test, robust LM stationarity test, KPSS with robustness correction	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi
Saistītās	2	4
Kopsavilkums	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.