Comparar métodos

	Teste de Raiz Unitária Zivot-Andrews com Parâmetros Variáveis no Tempo	Teste de Raiz Unitária com Quebra Estrutural de Zivot-Andrews
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	1992 (base test); TVP adaptation in later applied work	1992
Autor original	Zivot & Andrews (1992); TVP extension in subsequent applied econometrics literature	Eric Zivot and Donald W. K. Andrews
Tipo	Unit root test with endogenous structural break under time-varying parameters	Unit root test with endogenous 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.	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	TVP Zivot-Andrews test, time-varying Zivot-Andrews unit root test, TVP-ZA test	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint 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 Zivot-Andrews test is an endogenous structural break unit root test that determines the break point from the data rather than imposing it externally. It tests for a unit root against the alternative of stationarity around a single structural break — in the mean, the trend, or both — choosing the break date that provides the strongest evidence against the null.