Comparar métodos

	Teste Robusto de Zivot-Andrews	Teste de Raiz Unitária de Lumsdaine-Papell com Duas Quebras Estruturais
Área	Econometria	Econometria
Família	Regression model	Hypothesis test
Ano de origem	1992 (original); 2000s (robust variants)	1997
Autor original	Zivot & Andrews (1992); robust extensions by subsequent literature	Robin Lumsdaine & David Papell
Tipo	Unit root test with endogenous structural break	Sequential two-break unit-root test
Fonte seminal	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.	Lumsdaine, R. L., & Papell, D. H. (1997). Multiple trend breaks and the unit-root hypothesis. Review of Economics and Statistics, 79(2), 212–218.
Outros nomes	robust ZA test, ZA test with robust inference, Zivot-Andrews test with heteroscedasticity-robust critical values, structural break unit root test	LP Test, Two-Break Unit-Root Test, Double Structural Break Unit-Root Test, Lumsdaine-Papell İki Kırılmalı Birim Kök Testi
Relacionados	5	3
Resumo	The Robust Zivot-Andrews test extends the classic Zivot-Andrews (1992) unit root test to provide reliable inference when the error term may be heteroscedastic or non-normal. It tests whether a time series has a unit root while endogenously identifying a single structural break in the level, trend, or both, without requiring the researcher to pre-specify the break date.	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.