Comparer des méthodes

	Test de racine unitaire ADF de Fourier	Test de stationnarité KPSS de Fourier avec ruptures structurelles lisses
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2006-2012	2006
Auteur d'origine	Becker, Enders, and Lee; Enders and Lee	Becker, Enders, and Lee
Type	Unit root test with smooth structural breaks	Stationarity test
Source fondatrice	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.	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.
Alias	Fourier ADF test, FADF test, Flexible Fourier ADF, Fourier-based ADF unit root test	Fourier KPSS, flexible Fourier stationarity test, F-KPSS, KPSS with Fourier approximation
Apparentées	6	3
Résumé	The Fourier ADF unit root test extends the standard Augmented Dickey-Fuller framework by incorporating low-frequency Fourier terms into the deterministic component. This allows the test to approximate smooth, gradual structural breaks in the level or trend of a time series without requiring prior knowledge of break number, timing, or form.	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.