Confronta i metodi

	Test KPSS non lineare	Test di radice unitaria aumentato di Dickey-Fuller (ADF)	Test di radice unitaria di Zivot-Andrews con una rottura strutturale
Campo	Econometria	Econometria	Econometria
Famiglia	Regression model	Regression model	Hypothesis test
Anno di origine	2006	1979	1992
Ideatore	Becker, Enders & Lee	David A. Dickey & Wayne A. Fuller	Eric Zivot & Donald Andrews
Tipo	Stationarity test (null: stationary)	Unit-root test for stationarity	Sequential unit-root test with endogenous break-point selection
Fonte seminale	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.	Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427–431.	Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270.
Alias	KPSS nonlinearity test, nonlinear stationarity test, flexible Fourier KPSS, NL-KPSS	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Correlati	3	4	3
Sintesi	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.	The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.	The Zivot-Andrews (ZA) test, introduced by Eric Zivot and Donald Andrews in 1992, is a sequential unit-root test that allows for a single structural break at an unknown date. It extends the augmented Dickey-Fuller framework by endogenously selecting the break point that provides the strongest evidence against the unit-root null hypothesis, making it particularly useful for macroeconomic and financial time series that may have been disrupted by events such as policy changes, financial crises, or supply shocks.