Kwiatkowski-Phillips-Schmidt-Shin test en · NOUN
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".
Meanings
- 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.
Forms
| Spelling | Features | Labels | Source |
|---|---|---|---|
| Kwiatkowski-Phillips-Schmidt-Shin tests | Number=Plur | lexicographic |
Synonyms
wikipedia: Yongcheol Shin · wikipedia: Peter Schmidt (economist) · wikipedia: Peter C. B. Phillips