Σύγκριση μεθόδων

	Δοκιμή μοναδιαίας ρίζας Fourier Phillips-Perron (Fourier PP)	Δοκιμή KPSS με όρους Fourier για Στασιμότητα με Ομαλές Δομικές Ρήξεις
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	2006	2006
Δημιουργός	Becker, Enders, and Lee	Becker, Enders, and Lee
Τύπος	Unit root test with Fourier approximation	Stationarity test
Θεμελιώδης πηγή	Enders, W., & Siklos, P. L. (2001). Cointegration and threshold adjustment. Journal of Business and Economic Statistics, 19(2), 166-176.	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.
Εναλλακτικές ονομασίες	Fourier PP test, Flexible Fourier PP unit root test, Enders-Lee Fourier PP test, nonlinear PP unit root test	Fourier KPSS, flexible Fourier stationarity test, F-KPSS, KPSS with Fourier approximation
Συναφείς	6	3
Σύνοψη	The Fourier PP unit root test extends the classical Phillips-Perron test by embedding low-frequency Fourier terms in the deterministic component, enabling the test to account for an unknown number of smooth, gradual structural breaks in the level or trend without pre-specifying their timing or shape.	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.