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Robust KPSS test/Ushahidi
Rekodi ya ushahidi wa mbinu

Robust KPSS test

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.

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Rekodi ya chanzo

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Robust Kwiatkowski-Phillips-Schmidt-Shin Test
Rekodi ya mbinu ya kiajenda · regression-model / econometrics
  • 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. · DOI 10.1016/0304-4076(92)90104-Y
  • Hobijn, B., Franses, P. H., & Ooms, M. (2004). Generalizations of the KPSS-test for stationarity. Statistica Neerlandica, 58(4), 483-502. · DOI 10.1111/j.1467-9574.2004.00272.x
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Same method familyAugmented Dickey-Fuller Testmachine-suggested · Relational suggestion, not evidence.Same method familyKPSS 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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