Methoden vergelijken

	Niet-lineaire KPSS-test	KPSS Stationariteitstest	Zivot-Andrews eenheidsworteltest met één structurele breuk
Vakgebied	Econometrie	Econometrie	Econometrie
Familie	Regression model	Regression model	Hypothesis test
Jaar van ontstaan	2006	1992	1992
Grondlegger	Becker, Enders & Lee	Kwiatkowski, Phillips, Schmidt & Shin	Eric Zivot & Donald Andrews
Type	Stationarity test (null: stationary)	Stationarity test (reverse of unit-root tests)	Sequential unit-root test with endogenous break-point selection
Oorspronkelijke bron	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.	Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, 54(1–3), 159–178.	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.
Aliassen	KPSS nonlinearity test, nonlinear stationarity test, flexible Fourier KPSS, NL-KPSS	Kwiatkowski-Phillips-Schmidt-Shin test, stationarity test, KPSS durağanlık testi	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Verwant	3	4	3
Samenvatting	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 KPSS test, introduced by Kwiatkowski, Phillips, Schmidt and Shin in 1992, tests the null hypothesis that a series is stationary against the alternative that it contains a unit root — the reverse of the ADF and Phillips-Perron tests. By flipping the burden of proof, it is designed to be used alongside unit-root tests so that the two can confirm one another and expose ambiguous, borderline cases.	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.