Linganisha mbinu

	Kipimo cha Ukiukaji wa Muundo cha KPSS	Kipimo cha Mizizi ya Kitengo cha ADF cha Kuvunja Muundo
Nyanja	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model
Mwaka wa asili	2002-2005	1989-1992
Mwanzilishi	Kurozumi (2002); Carrion-i-Silvestre, Del Barrio & Lopez-Bazo (2005)	Perron (1989); Zivot and Andrews (1992)
Aina	Stationarity test with structural breaks	Unit root test with structural break
Chanzo asilia	Carrion-i-Silvestre, J. L., Del Barrio, T., & Lopez-Bazo, E. (2005). Breaking the panels: An application to the GDP per capita. Econometrics Journal, 8(2), 159-175.	Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361-1401.
Majina mbadala	KPSS test with breaks, structural break stationarity test, KPSS break test, SB-KPSS	ADF with structural break, Perron unit root test, break-augmented ADF, unit root test with structural change
Zinazohusiana	6	6
Muhtasari	The structural break KPSS test extends the standard Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test to allow for one or more known or unknown structural breaks in the level or trend of a time series. Under the null hypothesis the series is stationary around a broken deterministic component, enabling researchers to distinguish genuine unit-root behaviour from apparent non-stationarity caused by regime shifts.	The structural break ADF unit root test extends the standard Augmented Dickey-Fuller test to allow for one or more discrete shifts in the level or trend of a time series. Because ignoring a structural break inflates the apparent persistence of a series, this test prevents false acceptance of the unit root null when the series is actually stationary around a shifting mean or trend.