Comparar métodos

	NARDL com Quebra Estrutural	Teste de Quebra Estrutural de Zivot-Andrews
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	2014–2018	1992
Autor original	Shin, Yu & Greenwood-Nimmo (NARDL base); structural break extensions by subsequent applied researchers	Eric Zivot and Donald W. K. Andrews
Tipo	Nonlinear cointegration with structural breaks	Unit root test with endogenous structural break
Fonte seminal	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. C. Horrace & R. C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer.	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	SB-NARDL, NARDL with structural breaks, nonlinear ARDL with break, asymmetric ARDL structural break	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Relacionados	6	6
Resumo	Structural Break NARDL extends the Nonlinear Autoregressive Distributed Lag (NARDL) bounds-testing framework by explicitly accommodating one or more structural breaks in the long-run relationship. It separates positive and negative changes in the regressor, tests for cointegration, and allows regime shifts, providing a richer picture of asymmetric and break-sensitive dynamics between variables.	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.