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Panel KPSS test/Ushahidi
Rekodi ya ushahidi wa mbinu

Panel KPSS test

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.

Sources recorded, not reviewed

Rekodi ya chanzo

Nukuu zimehamishwa kwa uhalisi kutoka kwa rekodi ya chanzo cha mbinu. Hakuna uthibitisho wa kiwango cha dai unaodokezwa kutoka kwao.

Panel Kwiatkowski-Phillips-Schmidt-Shin Test
Rekodi ya mbinu ya kiajenda · regression-model / econometrics
  • Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161. · DOI 10.1111/1368-423X.00043
  • Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null of stationarity against the alternative of a unit root. Journal of Econometrics, 54(1-3), 159-178. · DOI 10.1016/0304-4076(92)90104-Y
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Taxonomic bucketAugmented Dickey-Fuller unit root testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel ADF Unit Root Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Data Analysismachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel PP unit root testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Zivot-Andrews testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPhillips-Perron unit root testmachine-suggested · Relational suggestion, not evidence.

Hali ya ushahidi

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

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