So sánh phương pháp

	Kiểm định nghiệm đơn vững mạnh (Robust Augmented Dickey-Fuller Unit Root Test)	Kiểm định nghiệm đơn vị phi tuyến ADF (Kiểm định KSS)
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1996-2001	2003
Người khởi xướng	Ng and Perron (2001); Elliott, Rothenberg, and Stock (1996)	Kapetanios, Shin, and Snell
Loại	Unit root / stationarity test	Nonlinear unit root test
Công trình gốc	Ng, S., and Perron, P. (2001). Lag length selection and the construction of unit root tests with good size and power. Econometrica, 69(6), 1519-1554.	Kapetanios, G., Shin, Y., & Snell, A. (2003). Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics, 112(2), 359-379.
Tên gọi khác	robust ADF test, HAC-corrected ADF, heteroscedasticity-robust unit root test, GLS-detrended ADF	KSS test, nonlinear unit root test, ESTAR unit root test, Kapetanios-Shin-Snell test
Liên quan	6	6
Tóm tắt	The Robust ADF unit root test extends the classical ADF procedure with improvements that correct for size distortions arising from heteroscedastic or serially correlated errors, and from poor lag-length selection. Drawing on GLS detrending (Elliott, Rothenberg, and Stock 1996) and modified information criteria (Ng and Perron 2001), it delivers reliable size and power in the presence of non-standard error processes common in macroeconomic and financial time series.	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.