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| Panelowy test pierwiastka jednostkowego ADF× | Test KPSS dla paneli (Test stacjonarności paneli Hadriego)× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2002–2003 | 2000 |
| Twórca≠ | Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002) | Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992) |
| Typ≠ | Unit root / stationarity test | Panel stationarity test |
| Źródło pierwotne≠ | Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74. DOI ↗ | Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161. DOI ↗ |
| Inne nazwy | Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test | KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS |
| Pokrewne | 6 | 6 |
| Podsumowanie≠ | 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. | 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. |
| ScholarGateZbiór danych ↗ |
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