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	Robust KPSS-test för stationaritet	Augmented Dickey-Fuller (ADF) enhetsrotstest
Ämnesområde	Ekonometri	Ekonometri
Familj	Regression model	Regression model
Ursprungsår	1992–2004	1979
Upphovsperson	Extension building on Kwiatkowski, Phillips, Schmidt & Shin (1992); robust variants developed by Hobijn, Franses & Ooms and others	David A. Dickey & Wayne A. Fuller
Typ	Hypothesis test	Unit-root test for stationarity
Ursprungskälla	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.	Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427–431.
Alias	Robust KPSS, outlier-robust stationarity test, robust LM stationarity test, KPSS with robustness correction	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi
Närliggande	2	4
Sammanfattning	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 Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.