Kwiatkowski-Phillips-Schmidt-Shin test
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English
Etymology
Named for the four people who proposed it, Denis Kwiatkowski, Peter C. B. Phillips, Peter Schmidt and Yongcheol Shin in the 1992 paper "Testing the null hypothesis of stationarity against the alternative of a unit root".
Noun
Kwiatkowski-Phillips-Schmidt-Shin test (plural Kwiatkowski-Phillips-Schmidt-Shin tests)
- (econometrics) A test used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root.
- Synonym: KPSS test