Krahasoni metodat

	Testi i rrënjës njësi ADF me ndërprerje strukturore	Testi Zivot-Andrews për Ndërprerje Strukturore
Fusha	Ekonometri	Ekonometri
Familja	Regression model	Regression model
Viti i origjinës	1989-1992	1992
Krijuesi	Perron (1989); Zivot and Andrews (1992)	Eric Zivot and Donald W. K. Andrews
Lloji	Unit root test with structural break	Unit root test with endogenous structural break
Burimi themelues	Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361-1401.	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.
Emërtime të tjera	ADF with structural break, Perron unit root test, break-augmented ADF, unit root test with structural change	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Të lidhura	6	6
Përmbledhja	The structural break ADF unit root test extends the standard Augmented Dickey-Fuller test to allow for one or more discrete shifts in the level or trend of a time series. Because ignoring a structural break inflates the apparent persistence of a series, this test prevents false acceptance of the unit root null when the series is actually stationary around a shifting mean or trend.	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.