Comparer des méthodes

	Test de racine unitaire ADF non linéaire (Test KSS)	Test des bornes ARDL non linéaire (NARDL)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2003	2014
Auteur d'origine	Kapetanios, Shin, and Snell	Shin, Yu, and Greenwood-Nimmo
Type	Nonlinear unit root test	Asymmetric cointegration test
Source fondatrice	Kapetanios, G., Shin, Y., & Snell, A. (2003). Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics, 112(2), 359-379.	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. C. Horrace & R. C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281-314). Springer.
Alias	KSS test, nonlinear unit root test, ESTAR unit root test, Kapetanios-Shin-Snell test	NARDL, asymmetric ARDL, nonlinear bounds testing approach, NARDL bounds testing
Apparentées	6	1
Résumé	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 ARDL bounds test, developed by Shin, Yu, and Greenwood-Nimmo (2014), extends the linear ARDL framework to detect asymmetric long-run relationships in time series. By decomposing a regressor into positive and negative partial sums, NARDL simultaneously tests for cointegration and estimates separate long-run effects for increases and decreases — without requiring all variables to be integrated of the same order.