قارن الطرق

	اختبار Zivot-Andrews للكسر الهيكلي والجذر الوحدوي	اختبار تودا-ياماموتو للسببية
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1992	1995
صاحب الطريقة	Eric Zivot and Donald W. K. Andrews	Toda, H. Y. and Yamamoto, T.
النوع	Unit root test with endogenous structural break	Causality test
المصدر التأسيسي	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.	Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250.
الأسماء البديلة	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test	Toda-Yamamoto test, TY causality test, modified Wald test for Granger causality, TY-MWALD
ذات صلة	6	5
الملخص	The Zivot-Andrews test is an endogenous structural break unit root test that determines the break point from the data rather than imposing it externally. It tests for a unit root against the alternative of stationarity around a single structural break — in the mean, the trend, or both — choosing the break date that provides the strongest evidence against the null.	The Toda-Yamamoto (TY) causality test is a modified Wald procedure for testing Granger causality in vector autoregressions (VARs) estimated in levels, even when variables are nonstationary or cointegrated. By intentionally over-fitting the VAR with extra lags equal to the maximum integration order, it restores the standard chi-squared asymptotic distribution of the Wald statistic without requiring prior unit-root or cointegration pretesting.