विधियों की तुलना करें

	संरचनात्मक विराम ज़िवोट-एंड्रयूज यूनिट रूट परीक्षण	ज़िवोट-एंड्रयूज संरचनात्मक ब्रेक परीक्षण
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1992	1992
प्रवर्तक	Eric Zivot and Donald W. K. Andrews	Eric Zivot and Donald W. K. Andrews
प्रकार	Unit root test with endogenous structural break	Unit root test with endogenous structural break
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.	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	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
संबंधित	6	6
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 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.