مقایسهٔ روش‌ها

	آزمون KPSS شکست ساختاری	آزمون ریشه واحد فیلیپس-پرون
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2002-2005	1988
پدیدآور	Kurozumi (2002); Carrion-i-Silvestre, Del Barrio & Lopez-Bazo (2005)	Peter C. B. Phillips and Pierre Perron
نوع	Stationarity test with structural breaks	Hypothesis test (unit root)
منبع بنیادین	Carrion-i-Silvestre, J. L., Del Barrio, T., & Lopez-Bazo, E. (2005). Breaking the panels: An application to the GDP per capita. Econometrics Journal, 8(2), 159-175.	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.
نام‌های دیگر	KPSS test with breaks, structural break stationarity test, KPSS break test, SB-KPSS	PP test, PP unit root test, Phillips-Perron test, nonparametric unit root test
مرتبط	6	5
خلاصه	The structural break KPSS test extends the standard Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test to allow for one or more known or unknown structural breaks in the level or trend of a time series. Under the null hypothesis the series is stationary around a broken deterministic component, enabling researchers to distinguish genuine unit-root behaviour from apparent non-stationarity caused by regime shifts.	The Phillips-Perron (PP) test is a nonparametric unit root test for time series that corrects for serial correlation and heteroscedasticity in the error term without adding lagged differences. Introduced by Phillips and Perron (1988), it applies a kernel-based long-run variance estimator to adjust the Dickey-Fuller statistic, making it robust to a wide class of weakly dependent error processes.