Comparar métodos

	Teste Bayesiano de Raiz Unitária de Phillips-Perron	Teste de Quebra Estrutural de Zivot-Andrews
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	1988 / early 1990s	1992
Autor original	Phillips & Perron (classical test, 1988); Bayesian framework: Sims & Uhlig (1991)	Eric Zivot and Donald W. K. Andrews
Tipo	Unit root test (Bayesian)	Unit root test with endogenous structural break
Fonte seminal	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335-346.	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	Bayesian PP test, Bayesian Phillips-Perron test, Bayesian nonparametric unit root test, Bayes PP unit root	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Relacionados	5	6
Resumo	The Bayesian Phillips-Perron unit root test combines the nonparametric long-run variance correction of the classical Phillips-Perron test with a Bayesian inferential framework. Instead of a p-value, it yields a posterior probability or Bayes factor quantifying evidence for or against a unit root, allowing researchers to incorporate prior economic knowledge and obtain probability statements directly about the persistence of a time series.	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.