विधियों की तुलना करें

	बेज़ियन एडीएफ यूनिट रूट टेस्ट	ज़िवोट-एंड्रयूज संरचनात्मक ब्रेक परीक्षण
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1991–1992	1992
प्रवर्तक	Sims & Uhlig (1991); Koop, Osiewalski & Steel (1992)	Eric Zivot and Donald W. K. Andrews
प्रकार	Bayesian hypothesis test	Unit root test with endogenous structural break
मौलिक स्रोत	Sims, C. A., & Uhlig, H. (1991). Understanding unit rooters: A helicopter tour. Econometrica, 59(6), 1591–1599.	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.
उपनाम	Bayesian ADF test, Bayesian unit root test, Bayesian Dickey-Fuller, BADF	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
संबंधित	6	6
सारांश	The Bayesian Augmented Dickey-Fuller (BADF) unit root test re-frames the classical ADF test within a Bayesian framework. Rather than computing a frequentist p-value, it quantifies evidence for or against a unit root by comparing posterior probabilities or Bayes factors under the null (unit root) and alternative (stationarity) hypotheses, incorporating prior beliefs about the autoregressive parameter.	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.