مقایسهٔ روش‌ها

	آزمون ریشه واحد ADF غیرخطی (آزمون KSS)	آزمون غیرخطی KPSS
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2003	2006
پدیدآور	Kapetanios, Shin, and Snell	Becker, Enders & Lee
نوع	Nonlinear unit root test	Stationarity test (null: stationary)
منبع بنیادین	Kapetanios, G., Shin, Y., & Snell, A. (2003). Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics, 112(2), 359-379.	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.
نام‌های دیگر	KSS test, nonlinear unit root test, ESTAR unit root test, Kapetanios-Shin-Snell test	KPSS nonlinearity test, nonlinear stationarity test, flexible Fourier KPSS, NL-KPSS
مرتبط	6	3
خلاصه	The Nonlinear ADF unit root test, most prominently operationalized by Kapetanios, Shin, and Snell (2003), extends the classical Augmented Dickey-Fuller test to detect mean reversion that occurs via an Exponential Smooth Transition Autoregressive (ESTAR) process. It tests the null of a unit root against a nonlinear stationary alternative, capturing adjustment dynamics that the standard linear ADF test misses.	The nonlinear KPSS test extends the classic Kwiatkowski-Phillips-Schmidt-Shin stationarity test by modelling unknown smooth structural breaks in the deterministic trend using a Fourier approximation. Under the null hypothesis the series is stationary around a flexible nonlinear trend, guarding against spurious unit-root findings caused by regime shifts or gradual transitions.