Compara mètodes

	Test KPSS de Fourier per a la Estacionarietat amb Ruptures Estructurals Suaus	Test de Estacionariedad KPSS	Test KPSS de Panell (Test d'Estacionarietat del Panell d'Hadri)	Test de Zivot-Andrews de rel d'unitat amb un trencament estructural
Camp	Econometria	Econometria	Econometria	Econometria
Família	Regression model	Regression model	Regression model	Hypothesis test
Any d'origen	2006	1992	2000	1992
Autor original	Becker, Enders, and Lee	Kwiatkowski, Phillips, Schmidt & Shin	Hadri (2000), extending Kwiatkowski, Phillips, Schmidt, and Shin (1992)	Eric Zivot & Donald Andrews
Tipus	Stationarity test	Stationarity test (reverse of unit-root tests)	Panel stationarity test	Sequential unit-root test with endogenous break-point selection
Font seminal	Becker, R., Enders, W., & Lee, J. (2006). A stationarity test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381-409.	Kwiatkowski, D., Phillips, P. C. B., 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.	Hadri, K. (2000). Testing for stationarity in heterogeneous panel data. Econometrics Journal, 3(2), 148-161.	Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270.
Àlies	Fourier KPSS, flexible Fourier stationarity test, F-KPSS, KPSS with Fourier approximation	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi	KPSS panel stationarity test, panel stationarity test, Hadri LM test, panel KPSS	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Relacionats	3	4	6	3
Resum	The Fourier KPSS test extends the standard KPSS stationarity test by embedding a flexible Fourier series in the deterministic component of the model. This approach captures smooth, gradual structural breaks in the level or trend of a time series without requiring the researcher to specify the number or timing of those breaks, yielding more reliable inference under structural change.	The KPSS test, introduced by Kwiatkowski, Phillips, Schmidt and Shin in 1992, tests the null hypothesis that a series is stationary against the alternative that it contains a unit root — the reverse of the ADF and Phillips-Perron tests. By flipping the burden of proof, it is designed to be used alongside unit-root tests so that the two can confirm one another and expose ambiguous, borderline cases.	The Panel KPSS test, introduced by Hadri (2000), tests the null hypothesis that all series in a panel are stationary against the alternative that some or all contain a unit root. It extends the univariate KPSS framework to panel data by aggregating individual LM statistics, providing higher power than unit-root tests when most series are in fact stationary.	The Zivot-Andrews (ZA) test, introduced by Eric Zivot and Donald Andrews in 1992, is a sequential unit-root test that allows for a single structural break at an unknown date. It extends the augmented Dickey-Fuller framework by endogenously selecting the break point that provides the strongest evidence against the unit-root null hypothesis, making it particularly useful for macroeconomic and financial time series that may have been disrupted by events such as policy changes, financial crises, or supply shocks.