قارن الطرق

	اختبار Zivot-Andrews للكسر الهيكلي	اختبار التكامل المشترك لإنجل-جرانجر
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1992	1987
صاحب الطريقة	Eric Zivot and Donald W. K. Andrews	Robert F. Engle and Clive W. J. Granger
النوع	Unit root test with endogenous structural break	Cointegration 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.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
الأسماء البديلة	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test	EG cointegration test, Engle-Granger two-step method, residual-based cointegration test, EG test
ذات صلة	6	5
الملخص	The Zivot-Andrews (ZA) test is a unit root test that endogenously identifies the most likely location of a single structural break in a time series. Unlike the standard ADF test, it does not require the researcher to pre-specify when the break occurred, making it robust to data-driven regime shifts such as policy changes, financial crises, or major economic events.	The Engle-Granger two-step method tests whether two or more non-stationary I(1) time series share a common stochastic trend — that is, whether a linear combination of them is stationary. If cointegration is confirmed, an error-correction model (ECM) can be estimated to capture both short-run dynamics and long-run equilibrium adjustment.