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	Test pierwiastka jednostkowego Zivota-Andrewsa z parametrami zależnymi od czasu	Test Pierwotnej Pierwiastka Fouriera Zivota-Andrews
Dziedzina	Ekonometria	Ekonometria
Rodzina	Regression model	Regression model
Rok powstania	1992 (base test); TVP adaptation in later applied work	2012
Twórca	Zivot & Andrews (1992); TVP extension in subsequent applied econometrics literature	Enders & Lee (2012), extending Zivot & Andrews (1992)
Typ	Unit root test with endogenous structural break under time-varying parameters	Unit root test with smooth structural break
Źródło pierwotne	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.	Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599.
Inne nazwy	TVP Zivot-Andrews test, time-varying Zivot-Andrews unit root test, TVP-ZA test	Fourier ZA test, FZA unit root test, Fourier structural break unit root test, smooth structural break ADF test
Pokrewne	6	6
Podsumowanie	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 Fourier Zivot-Andrews test extends the classic Zivot-Andrews (1992) unit root test by replacing sharp, single structural break dummies with a low-frequency Fourier approximation, allowing the test to accommodate smooth, gradual, and multiple unknown breaks in the level or trend of a series.