Compara mètodes

	Test de Raíz Unitaria con Ruptura Estructural de Panel Zivot-Andrews	Prova de Raíç d'Unitat ADF de Panell
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1992 (panel extension: 2000s)	2002–2003
Autor original	Zivot & Andrews (1992); extended to panel settings by subsequent literature	Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002)
Tipus	Unit root test with endogenous structural break	Unit root / stationarity test
Font seminal	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.	Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74.
Àlies	panel ZA test, panel structural break unit root test, Zivot-Andrews panel unit root test, panel endogenous break unit root test	Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test
Relacionats	6	6
Resum	The Panel Zivot-Andrews test extends the single-series Zivot-Andrews (1992) structural break unit root test to panel data, allowing each cross-sectional unit to have its own endogenously determined break date. It tests the null of a unit root against the alternative of stationarity with a one-time structural break, accounting for regime shifts that bias standard panel unit root tests toward false non-rejection.	The Panel Augmented Dickey-Fuller (Panel ADF) unit root test extends the classical ADF framework to panel datasets. By pooling information across cross-sectional units it achieves substantially higher power than single-series ADF tests, allowing researchers to determine whether time-series variables are stationary or integrated of order one before modelling long-run relationships.