مقایسهٔ روش‌ها

	آزمون شکست ساختاری زیووت-اندروز	آزمون هم‌انباشتگی انگل-گرنجر
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1992	1987
پدیدآور	Eric Zivot and Donald W. K. Andrews	Robert F. Engle and Clive W. J. Granger
نوع	Unit root test with endogenous structural break	Cointegration 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.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
نام‌های دیگر	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test	EG cointegration test, Engle-Granger two-step method, residual-based cointegration test, EG test
مرتبط	6	5
خلاصه	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.	The Engle-Granger two-step method tests whether two or more non-stationary I(1) time series share a common stochastic trend — that is, whether a linear combination of them is stationary. If cointegration is confirmed, an error-correction model (ECM) can be estimated to capture both short-run dynamics and long-run equilibrium adjustment.