مقایسهٔ روش‌ها

	آزمون ریشه واحد زیووت-اندروز با شکست ساختاری	آزمون ریشه واحد فیلیپس-پرون
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1992	1988
پدیدآور	Eric Zivot and Donald W. K. Andrews	Peter C. B. Phillips and Pierre Perron
نوع	Unit root test with endogenous structural break	Hypothesis test (unit root)
منبع بنیادین	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.	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.
نام‌های دیگر	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test	PP test, PP unit root test, Phillips-Perron test, nonparametric unit root test
مرتبط	6	5
خلاصه	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 Phillips-Perron (PP) test is a nonparametric unit root test for time series that corrects for serial correlation and heteroscedasticity in the error term without adding lagged differences. Introduced by Phillips and Perron (1988), it applies a kernel-based long-run variance estimator to adjust the Dickey-Fuller statistic, making it robust to a wide class of weakly dependent error processes.