Compara mètodes

	Prova de Raíç Variable en el Temps de Zivot-Andrews	Test de Raíz Unitaria con Ruptura Estructural de Zivot-Andrews
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1992 (base test); TVP adaptation in later applied work	1992
Autor original	Zivot & Andrews (1992); TVP extension in subsequent applied econometrics literature	Eric Zivot and Donald W. K. Andrews
Tipus	Unit root test with endogenous structural break under time-varying parameters	Unit root test with endogenous structural break
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.	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.
Àlies	TVP Zivot-Andrews test, time-varying Zivot-Andrews unit root test, TVP-ZA test	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test
Relacionats	6	6
Resum	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 test is an endogenous structural break unit root test that determines the break point from the data rather than imposing it externally. It tests for a unit root against the alternative of stationarity around a single structural break — in the mean, the trend, or both — choosing the break date that provides the strongest evidence against the null.