เปรียบเทียบวิธี
ดูวิธีที่เลือกเทียบกันแบบเคียงข้าง แถวที่ต่างกันจะถูกเน้นไว้
| Panel KSS× | CS-ARDL× | การทดสอบการรวมกลุ่ม (cointegration) ของ Maki× | |
|---|---|---|---|
| สาขาวิชา | เศรษฐมิติ | เศรษฐมิติ | เศรษฐมิติ |
| ตระกูล | Regression model | Regression model | Regression model |
| ปีกำเนิด≠ | 1992 | 2006 | 2012 |
| ผู้ริเริ่ม≠ | Kwiatkowski, Phillips, Schmidt, and Shin (panel version by Hadri) | Pesaran and colleagues | Darshana Maki |
| ประเภท≠ | Unit-root test | Dynamic panel model | Structural-break test |
| แหล่งต้นตำรับ≠ | Kwiatkowski, D., Phillips, P. C., 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 ↗ | Pesaran, M. H., & Smith, R. (2016). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117. link ↗ | Maki, D. (2012). Tests for cointegration allowing for an unknown number of breaks. Economic Modelling, 29(5), 2011-2015. DOI ↗ |
| ชื่อเรียกอื่น | Panel stationarity test | Panel ARDL with cross-sectional dependence | Structural-break cointegration test |
| ที่เกี่ยวข้อง | 3 | 3 | 3 |
| สรุป≠ | The Panel KSS test reverses the null hypothesis of unit-root tests: it tests whether variables are stationary (stationarity is the null) versus nonstationary (unit root is the alternative). Introduced by Kwiatkowski et al. (1992) and extended to panels by Hadri (2000), this complementary approach provides robustness when combined with unit-root tests like Panel DF-GLS. Using both tests together reduces the risk of erroneous conclusions about variable persistence. | CS-ARDL (Cross-Sectional ARDL) applies the ARDL framework to panel data while explicitly accounting for cross-sectional dependence—correlation of shocks and relationships across units (countries, firms, regions). Introduced by Pesaran and colleagues (2016), it extends panel ARDL methods to handle common factors or global shocks affecting all units simultaneously. This is crucial for realistic modeling of internationally integrated economies and firm networks. | The Maki cointegration test extends cointegration testing to allow for an unknown number of endogenously-determined structural breaks in the cointegrating relationship. Introduced by Maki (2012), it builds on Gregory and Hansen (1996), enabling detection of cointegration even when relationships shift due to policy changes, institutional reforms, or fundamental regime shifts. This is essential for applied time-series work where structural change is common. |
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