Comparar métodos

	Prueba de raíz unitaria no lineal PP	Prueba de Ruptura Estructural de Zivot-Andrews
Campo	Econometría	Econometría
Familia	Regression model	Regression model
Año de origen	1988 (base); 2000s (nonlinear extensions)	1992
Autor original	Phillips & Perron (1988); nonlinear extensions by Kapetanios, Shin & Snell (2003) and related authors	Eric Zivot and Donald W. K. Andrews
Tipo	Unit root test with nonlinear adjustment	Unit root test with endogenous structural break
Fuente seminal	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335-346.	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.
Alias	Nonlinear PP test, Nonlinear Phillips-Perron test, PP unit root test with nonlinear adjustment, nonlinear PP	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Relacionados	6	6
Resumen	The Nonlinear Phillips-Perron unit root test extends the classic PP test by allowing the adjustment toward equilibrium to follow a nonlinear path — such as a smooth transition or threshold mechanism — rather than assuming a constant linear speed of adjustment. This makes it more powerful when the true data-generating process involves regime-dependent or asymmetric mean-reversion dynamics.	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.