Compară metode

	Testul Zivot-Andrews cu parametri dependenți de timp pentru rădăcină unitară	Testul Zivot-Andrews pentru Rupturi Structurale
Domeniu	Econometrie	Econometrie
Familie	Regression model	Regression model
Anul apariției	1992 (base test); TVP adaptation in later applied work	1992
Autorul original	Zivot & Andrews (1992); TVP extension in subsequent applied econometrics literature	Eric Zivot and Donald W. K. Andrews
Tip	Unit root test with endogenous structural break under time-varying parameters	Unit root test with endogenous structural break
Sursa seminală	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.
Denumiri alternative	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
Înrudite	6	6
Rezumat	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.