Σύγκριση μεθόδων

	Έλεγχος Ρίζας Μονάδας Zivot-Andrews με Διαρθρωτική Αλλαγή	Δοκιμή Ζίβοτ-Άντριους για Δομικά Θραύσματα
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1992	1992
Δημιουργός	Eric Zivot and Donald W. K. Andrews	Eric Zivot and Donald W. K. Andrews
Τύπος	Unit root test with endogenous structural break	Unit root test with endogenous structural break
Θεμελιώδης πηγή	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.
Εναλλακτικές ονομασίες	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Συναφείς	6	6
Σύνοψη	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.	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.