เปรียบเทียบวิธี

	Panel KSS	การทดสอบการรวมกลุ่ม (cointegration) ของ Maki
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1992	2012
ผู้ริเริ่ม	Kwiatkowski, Phillips, Schmidt, and Shin (panel version by Hadri)	Darshana Maki
ประเภท	Unit-root test	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.	Maki, D. (2012). Tests for cointegration allowing for an unknown number of breaks. Economic Modelling, 29(5), 2011-2015.
ชื่อเรียกอื่น	Panel stationarity test	Structural-break cointegration test
ที่เกี่ยวข้อง	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.	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.