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	Fourier KPSS-test för stationaritet med jämna strukturella brott	Zivot-Andrews enhetsrotstest med en strukturell förändring
Ämnesområde	Ekonometri	Ekonometri
Familj	Regression model	Hypothesis test
Ursprungsår	2006	1992
Upphovsperson	Becker, Enders, and Lee	Eric Zivot & Donald Andrews
Typ	Stationarity test	Sequential unit-root test with endogenous break-point selection
Ursprungskälla	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.
Alias	Fourier KPSS, flexible Fourier stationarity test, F-KPSS, KPSS with Fourier approximation	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Närliggande	3	3
Sammanfattning	The Fourier KPSS test extends the standard KPSS stationarity test by embedding a flexible Fourier series in the deterministic component of the model. This approach captures smooth, gradual structural breaks in the level or trend of a time series without requiring the researcher to specify the number or timing of those breaks, yielding more reliable inference under structural change.	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.