Σύγκριση μεθόδων

	Έλεγχος Μοναδιαίας Ρίζας Fourier Zivot-Andrews	Δοκιμή KPSS με όρους Fourier για Στασιμότητα με Ομαλές Δομικές Ρήξεις
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	2012	2006
Δημιουργός	Enders & Lee (2012), extending Zivot & Andrews (1992)	Becker, Enders, and Lee
Τύπος	Unit root test with smooth structural break	Stationarity test
Θεμελιώδης πηγή	Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599.	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 ZA test, FZA unit root test, Fourier structural break unit root test, smooth structural break ADF test	Fourier KPSS, flexible Fourier stationarity test, F-KPSS, KPSS with Fourier approximation
Συναφείς	6	3
Σύνοψη	The Fourier Zivot-Andrews test extends the classic Zivot-Andrews (1992) unit root test by replacing sharp, single structural break dummies with a low-frequency Fourier approximation, allowing the test to accommodate smooth, gradual, and multiple unknown breaks in the level or trend of a series.	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.