Comparar métodos

	Teste de Raiz Unitária Zivot-Andrews com Parâmetros Variáveis no Tempo	Teste de Raiz Unitária de Zivot-Andrews com Fourier
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	1992 (base test); TVP adaptation in later applied work	2012
Autor original	Zivot & Andrews (1992); TVP extension in subsequent applied econometrics literature	Enders & Lee (2012), extending Zivot & Andrews (1992)
Tipo	Unit root test with endogenous structural break under time-varying parameters	Unit root test with smooth structural break
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.	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.
Outros nomes	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
Relacionados	6	6
Resumo	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.