Võrdle meetodeid

	KPSSi jaamuvustest	Zivoti-Andrewsi juurtest üht struktuurilist murret käsitleva mudeliga
Valdkond	Ökonomeetria	Ökonomeetria
Perekond	Regression model	Hypothesis test
Tekkeaasta	1992	1992
Looja	Kwiatkowski, Phillips, Schmidt & Shin	Eric Zivot & Donald Andrews
Tüüp	Stationarity test (reverse of unit-root tests)	Sequential unit-root test with endogenous break-point selection
Algallikas	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.	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.
Rööpnimetused	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Seotud	4	3
Kokkuvõte	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 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.