Compara mètodes

	Test de Zivot-Andrews robust	Test de Bai-Perron de Múltiples Ruptures Estructurales
Camp	Econometria	Econometria
Família	Regression model	Hypothesis test
Any d'origen	1992 (original); 2000s (robust variants)	1998
Autor original	Zivot & Andrews (1992); robust extensions by subsequent literature	Jushan Bai & Pierre Perron
Tipus	Unit root test with endogenous structural break	Sequential hypothesis test for multiple structural breaks
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.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
Àlies	robust ZA test, ZA test with robust inference, Zivot-Andrews test with heteroscedasticity-robust critical values, structural break unit root test	Bai-Perron Multiple Break Test, Multiple Structural Change Test, Sequential Structural Break Test, Çoklu Yapısal Kırılma Testi
Relacionats	5	2
Resum	The Robust Zivot-Andrews test extends the classic Zivot-Andrews (1992) unit root test to provide reliable inference when the error term may be heteroscedastic or non-normal. It tests whether a time series has a unit root while endogenously identifying a single structural break in the level, trend, or both, without requiring the researcher to pre-specify the break date.	The Bai-Perron test, introduced by Jushan Bai and Pierre Perron in their landmark 1998 Econometrica paper, is a least-squares-based procedure for detecting, estimating, and testing the number of structural breaks in a linear regression model estimated on time-series data. Unlike single-break tests, it simultaneously identifies multiple change-points in a sample, providing economists and empirical researchers with a rigorous, data-driven way to locate parameter instability across time.