Σύγκριση μεθόδων

	Έλεγχος Μοναδιαίας Ρίζας Fourier Zivot-Andrews	Δοκιμή μοναδιαίας ρίζας ADF με δομικό άλμα
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	2012	1989-1992
Δημιουργός	Enders & Lee (2012), extending Zivot & Andrews (1992)	Perron (1989); Zivot and Andrews (1992)
Τύπος	Unit root test with smooth structural break	Unit root test with structural break
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.	Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361-1401.
Εναλλακτικές ονομασίες	Fourier ZA test, FZA unit root test, Fourier structural break unit root test, smooth structural break ADF test	ADF with structural break, Perron unit root test, break-augmented ADF, unit root test with structural change
Συναφείς	6	6
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 structural break ADF unit root test extends the standard Augmented Dickey-Fuller test to allow for one or more discrete shifts in the level or trend of a time series. Because ignoring a structural break inflates the apparent persistence of a series, this test prevents false acceptance of the unit root null when the series is actually stationary around a shifting mean or trend.