مقایسهٔ روش‌ها

	آزمون ریشه واحد زیووت-اندروز با شکست ساختاری	آزمون علیت تودا-یاماموتو
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1992	1995
پدیدآور	Eric Zivot and Donald W. K. Andrews	Toda, H. Y. and Yamamoto, T.
نوع	Unit root test with endogenous structural break	Causality test
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.	Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250.
نام‌های دیگر	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test	Toda-Yamamoto test, TY causality test, modified Wald test for Granger causality, TY-MWALD
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 Toda-Yamamoto (TY) causality test is a modified Wald procedure for testing Granger causality in vector autoregressions (VARs) estimated in levels, even when variables are nonstationary or cointegrated. By intentionally over-fitting the VAR with extra lags equal to the maximum integration order, it restores the standard chi-squared asymptotic distribution of the Wald statistic without requiring prior unit-root or cointegration pretesting.