Salīdzināt metodes

	Nelineārais KPSS tests	Života-Endrūsa vienības saknes tests ar vienu strukturālu pārtraukumu
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Hypothesis test
Izcelsmes gads	2006	1992
Autors	Becker, Enders & Lee	Eric Zivot & Donald Andrews
Tips	Stationarity test (null: stationary)	Sequential unit-root test with endogenous break-point selection
Pirmavots	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.	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.
Citi nosaukumi	KPSS nonlinearity test, nonlinear stationarity test, flexible Fourier KPSS, NL-KPSS	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Saistītās	3	3
Kopsavilkums	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 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.