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Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Contraste de raíz unitaria de Zivot-Andrews con Fourier× | Prueba de Ruptura Estructural de Zivot-Andrews× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 2012 | 1992 |
| Autor original≠ | Enders & Lee (2012), extending Zivot & Andrews (1992) | Eric Zivot and Donald W. K. Andrews |
| Tipo≠ | Unit root test with smooth structural break | Unit root test with endogenous structural break |
| Fuente seminal≠ | Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599. DOI ↗ | 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. DOI ↗ |
| Alias | Fourier ZA test, FZA unit root test, Fourier structural break unit root test, smooth structural break ADF test | ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test |
| Relacionados | 6 | 6 |
| Resumen≠ | The Fourier Zivot-Andrews test extends the classic Zivot-Andrews (1992) unit root test by replacing sharp, single structural break dummies with a low-frequency Fourier approximation, allowing the test to accommodate smooth, gradual, and multiple unknown breaks in the level or trend of a series. | 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. |
| ScholarGateConjunto de datos ↗ |
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