Methoden vergelijken
Bekijk de geselecteerde methoden naast elkaar; rijen die verschillen zijn gemarkeerd.
| Panel KPSS-test (Hadri Panelstationariteitstest)× | Panel ADF Unit Root Test× | |
|---|---|---|
| Vakgebied | Econometrie | Econometrie |
| Familie | Regression model | Regression model |
| Jaar van ontstaan≠ | 2000 | 2002–2003 |
| Grondlegger≠ | Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992) | Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002) |
| Type≠ | Panel stationarity test | Unit root / stationarity test |
| Oorspronkelijke bron≠ | Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161. DOI ↗ | Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74. DOI ↗ |
| Aliassen | KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS | Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test |
| Verwant | 6 | 6 |
| Samenvatting≠ | 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 Panel Augmented Dickey-Fuller (Panel ADF) unit root test extends the classical ADF framework to panel datasets. By pooling information across cross-sectional units it achieves substantially higher power than single-series ADF tests, allowing researchers to determine whether time-series variables are stationary or integrated of order one before modelling long-run relationships. |
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