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	अरैखिक ADF यूनिट रूट परीक्षण (KSS परीक्षण)	अरेखीय सदिश त्रुटि सुधार मॉडल (अरेखीय VECM)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	2003	1989–1998
प्रवर्तक	Kapetanios, Shin, and Snell	Granger & Lee (1989); Enders & Granger (1998)
प्रकार	Nonlinear unit root test	Nonlinear time-series model
मौलिक स्रोत	Kapetanios, G., Shin, Y., & Snell, A. (2003). Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics, 112(2), 359-379.	Enders, W., & Granger, C. W. J. (1998). Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates. Journal of Business & Economic Statistics, 16(3), 304–311.
उपनाम	KSS test, nonlinear unit root test, ESTAR unit root test, Kapetanios-Shin-Snell test	nonlinear VECM, NVECM, threshold VECM, asymmetric VECM
संबंधित	6	2
सारांश	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 VECM extends the standard linear VECM by allowing the speed of adjustment toward long-run equilibrium to differ depending on the sign, magnitude, or regime of deviations from that equilibrium. It captures asymmetric or threshold-driven dynamics in cointegrated time-series systems that a standard VECM would miss.