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	संरचनात्मक विराम ज़िवोट-एंड्रयूज यूनिट रूट परीक्षण	टोडा-यामामोटो कार्य-कारण परीक्षण
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1992	1995
प्रवर्तक	Eric Zivot and Donald W. K. Andrews	Toda, H. Y. and Yamamoto, T.
प्रकार	Unit root test with endogenous structural break	Causality test
मौलिक स्रोत	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.
उपनाम	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
संबंधित	6	5
सारांश	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.