পদ্ধতির তুলনা করুন

	সময়-পরিবর্তনশীল প্যারামিটার জিভোট-অ্যান্ড্রুজ ইউনিট রুট পরীক্ষা	জিভট-অ্যান্ড্রুস স্ট্রাকচারাল ব্রেক টেস্ট
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1992 (base test); TVP adaptation in later applied work	1992
প্রবর্তক	Zivot & Andrews (1992); TVP extension in subsequent applied econometrics literature	Eric Zivot and Donald W. K. Andrews
ধরন	Unit root test with endogenous structural break under time-varying parameters	Unit root test with endogenous 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.	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.
অপর নাম	TVP Zivot-Andrews test, time-varying Zivot-Andrews unit root test, TVP-ZA test	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break 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 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.