Uporedite metode

	KPSS test za strukturni prelom	Test strukturnog preloma Života-Endruz (Zivot-Andrews Structural Break Test)
Oblast	Ekonometrija	Ekonometrija
Porodica	Regression model	Regression model
Godina nastanka	2002-2005	1992
Tvorac	Kurozumi (2002); Carrion-i-Silvestre, Del Barrio & Lopez-Bazo (2005)	Eric Zivot and Donald W. K. Andrews
Tip	Stationarity test with structural breaks	Unit root test with endogenous structural break
Temeljni izvor	Carrion-i-Silvestre, J. L., Del Barrio, T., & Lopez-Bazo, E. (2005). Breaking the panels: An application to the GDP per capita. Econometrics Journal, 8(2), 159-175.	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.
Drugi nazivi	KPSS test with breaks, structural break stationarity test, KPSS break test, SB-KPSS	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Srodne	6	6
Sažetak	The structural break KPSS test extends the standard Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test to allow for one or more known or unknown structural breaks in the level or trend of a time series. Under the null hypothesis the series is stationary around a broken deterministic component, enabling researchers to distinguish genuine unit-root behaviour from apparent non-stationarity caused by regime shifts.	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.