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| Panel KPSS-test (Hadri Panel Stationarity Test)× | Paneldataanalys× | |
|---|---|---|
| Ämnesområde | Ekonometri | Ekonometri |
| Familj | Regression model | Regression model |
| Ursprungsår≠ | 2000 | 1966–1978 |
| Upphovsperson≠ | Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992) | Balestra & Nerlove (1966); Mundlak (1978); Hausman (1978) |
| Typ≠ | Panel stationarity test | Panel regression framework |
| Ursprungskälla≠ | Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161. DOI ↗ | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528 |
| Alias | KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS | longitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis |
| Närliggande≠ | 6 | 5 |
| Sammanfattning≠ | 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. | Panel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test. |
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