So sánh phương pháp

	Kiểm định KPSS phi tuyến	Kiểm định nghiệm đơn vị (Unit-Root Test) Augmented Dickey-Fuller (ADF)	Kiểm định nghiệm đơn vị Zivot-Andrews với một điểm đứt gãy cấu trúc
Lĩnh vực	Kinh tế lượng	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model	Hypothesis test
Năm ra đời	2006	1979	1992
Người khởi xướng	Becker, Enders & Lee	David A. Dickey & Wayne A. Fuller	Eric Zivot & Donald Andrews
Loại	Stationarity test (null: stationary)	Unit-root test for stationarity	Sequential unit-root test with endogenous break-point selection
Công trình gốc	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.	Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427–431.	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.
Tên gọi khác	KPSS nonlinearity test, nonlinear stationarity test, flexible Fourier KPSS, NL-KPSS	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Liên quan	3	4	3
Tóm tắt	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 Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.	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.