Salīdzināt metodes

	Laika mainīgo parametru Živo-Endrūsa vienības saknes tests	Života-Endrūsa strukturālās lūzuma vienības saknes tests
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1992 (base test); TVP adaptation in later applied work	1992
Autors	Zivot & Andrews (1992); TVP extension in subsequent applied econometrics literature	Eric Zivot and Donald W. K. Andrews
Tips	Unit root test with endogenous structural break under time-varying parameters	Unit root test with endogenous structural break
Pirmavots	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.
Citi nosaukumi	TVP Zivot-Andrews test, time-varying Zivot-Andrews unit root test, TVP-ZA test	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test
Saistītās	6	6
Kopsavilkums	The time-varying parameter Zivot-Andrews test extends the classic Zivot-Andrews (1992) structural break unit root test by allowing the regression coefficients to evolve over time. Rather than assuming fixed parameters across the full sample, this approach lets the autoregressive dynamics and break timing adapt through a state-space or rolling framework, improving robustness when economic relationships shift gradually.	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.