So sánh phương pháp

	Kiểm định nghiệm đơn vị phi tuyến ADF (Kiểm định KSS)	Kiểm định KPSS phi tuyến
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	2003	2006
Người khởi xướng	Kapetanios, Shin, and Snell	Becker, Enders & Lee
Loại	Nonlinear unit root test	Stationarity test (null: stationary)
Công trình gốc	Kapetanios, G., Shin, Y., & Snell, A. (2003). Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics, 112(2), 359-379.	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.
Tên gọi khác	KSS test, nonlinear unit root test, ESTAR unit root test, Kapetanios-Shin-Snell test	KPSS nonlinearity test, nonlinear stationarity test, flexible Fourier KPSS, NL-KPSS
Liên quan	6	3
Tóm tắt	The Nonlinear ADF unit root test, most prominently operationalized by Kapetanios, Shin, and Snell (2003), extends the classical Augmented Dickey-Fuller test to detect mean reversion that occurs via an Exponential Smooth Transition Autoregressive (ESTAR) process. It tests the null of a unit root against a nonlinear stationary alternative, capturing adjustment dynamics that the standard linear ADF test misses.	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.