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	Regresja kwantylowa na kwantylach ze strukturalnym punktem zwrotnym	Test niestabilności strukturalnej Zivota-Andrews
Dziedzina	Ekonometria	Ekonometria
Rodzina	Regression model	Regression model
Rok powstania	2015-2020s	1992
Twórca	Extension combining Sim & Zhou (2015) QQR framework with Bai-Perron structural break methodology	Eric Zivot and Donald W. K. Andrews
Typ	Nonparametric quantile regression with structural breaks	Unit root test with endogenous structural break
Źródło pierwotne	Sim, N., and Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8.	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.
Inne nazwy	SB-QQR, structural-break QQ regression, quantile-on-quantile with structural breaks, QQR with regime shifts	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Pokrewne	6	6
Podsumowanie	Structural Break Quantile-on-Quantile Regression (SB-QQR) extends the quantile-on-quantile framework of Sim and Zhou (2015) by allowing regression slopes to differ across regimes separated by structural breaks. It maps how the effect of a predictor's quantile on an outcome's quantile changes not only across the full distributional space but also across distinct historical periods or policy regimes.	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.