Regression modelStationarity test
面板KSS
面板KSS检验颠覆了单位根检验的零假设：它检验变量是否平稳（平稳性是零假设），而非非平稳（单位根是备择假设）。该方法由Kwiatkowski 等人（1992）提出，并由Hadri（2000）扩展到面板数据，作为一种补充方法，与面板DF-GLS等单位根检验结合使用时，可提供稳健性。同时使用这两种检验可降低对变量持久性得出错误结论的风险。
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来源
- 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: 10.1016/0304-4076(92)90104-Y ↗
- Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometric Reviews, 19(4), 367-397. DOI: 10.1111/1368-423x.00043 ↗
如何引用本页
ScholarGate. (2026, June 3). Panel Kwiatkowski-Phillips-Schmidt-Shin Test. ScholarGate. https://scholargate.app/zh/econometrics/panel-kss
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