পদ্ধতির তুলনা করুন

	সময়-পরিবর্তনশীল প্যারামিটার জিভোট-অ্যান্ড্রুজ ইউনিট রুট পরীক্ষা	ফুরিয়ার জিভট-অ্যান্ড্রুস ইউনিট রুট পরীক্ষা
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1992 (base test); TVP adaptation in later applied work	2012
প্রবর্তক	Zivot & Andrews (1992); TVP extension in subsequent applied econometrics literature	Enders & Lee (2012), extending Zivot & Andrews (1992)
ধরন	Unit root test with endogenous structural break under time-varying parameters	Unit root test with smooth structural break
মৌলিক উৎস	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.	Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599.
অপর নাম	TVP Zivot-Andrews test, time-varying Zivot-Andrews unit root test, TVP-ZA test	Fourier ZA test, FZA unit root test, Fourier structural break unit root test, smooth structural break ADF test
সম্পর্কিত	6	6
সারসংক্ষেপ	The time-varying parameter Zivot-Andrews test extends the classic Zivot-Andrews (1992) structural break unit root test by allowing the regression coefficients to evolve over time. Rather than assuming fixed parameters across the full sample, this approach lets the autoregressive dynamics and break timing adapt through a state-space or rolling framework, improving robustness when economic relationships shift gradually.	The Fourier Zivot-Andrews test extends the classic Zivot-Andrews (1992) unit root test by replacing sharp, single structural break dummies with a low-frequency Fourier approximation, allowing the test to accommodate smooth, gradual, and multiple unknown breaks in the level or trend of a series.