Comparar métodos

	Teste de Raiz Unitária Dickey-Fuller Aumentado (ADF)	Teste de Raiz Unitária de Lumsdaine-Papell com Duas Quebras Estruturais	Teste de Raiz Unitária de Zivot-Andrews com uma Quebra Estrutural
Área	Econometria	Econometria	Econometria
Família	Regression model	Hypothesis test	Hypothesis test
Ano de origem	1979	1997	1992
Autor original	David A. Dickey & Wayne A. Fuller	Robin Lumsdaine & David Papell	Eric Zivot & Donald Andrews
Tipo	Unit-root test for stationarity	Sequential two-break unit-root test	Sequential unit-root test with endogenous break-point selection
Fonte seminal	Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427–431.	Lumsdaine, R. L., & Papell, D. H. (1997). Multiple trend breaks and the unit-root hypothesis. Review of Economics and Statistics, 79(2), 212–218.	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.
Outros nomes	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi	LP Test, Two-Break Unit-Root Test, Double Structural Break Unit-Root Test, Lumsdaine-Papell İki Kırılmalı Birim Kök Testi	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Relacionados	4	3	3
Resumo	The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.	The Lumsdaine-Papell test, introduced by Robin Lumsdaine and David Papell in 1997, extends the Zivot-Andrews single-break unit-root test to allow for two simultaneous structural breaks in the intercept and/or linear trend of a time series. It is widely used in macroeconomics and finance when data are suspected to have experienced two major regime shifts — such as policy changes, financial crises, or wars — and the researcher needs to determine whether the series is nonetheless integrated of order one.	The Zivot-Andrews (ZA) test, introduced by Eric Zivot and Donald Andrews in 1992, is a sequential unit-root test that allows for a single structural break at an unknown date. It extends the augmented Dickey-Fuller framework by endogenously selecting the break point that provides the strongest evidence against the unit-root null hypothesis, making it particularly useful for macroeconomic and financial time series that may have been disrupted by events such as policy changes, financial crises, or supply shocks.