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	Test KPSS dla paneli (Test stacjonarności paneli Hadriego)	Test pierwiastka jednostkowego Zivota-Andrewsa z jednym przełomem strukturalnym
Dziedzina	Ekonometria	Ekonometria
Rodzina	Regression model	Hypothesis test
Rok powstania	2000	1992
Twórca	Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992)	Eric Zivot & Donald Andrews
Typ	Panel stationarity test	Sequential unit-root test with endogenous break-point selection
Źródło pierwotne	Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161.	Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270.
Inne nazwy	KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Pokrewne	6	3
Podsumowanie	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 Zivot-Andrews (ZA) test, introduced by Eric Zivot and Donald Andrews in 1992, is a sequential unit-root test that allows for a single structural break at an unknown date. It extends the augmented Dickey-Fuller framework by endogenously selecting the break point that provides the strongest evidence against the unit-root null hypothesis, making it particularly useful for macroeconomic and financial time series that may have been disrupted by events such as policy changes, financial crises, or supply shocks.