So sánh phương pháp

	Kiểm định nghiệm đơn vị có điểm đứt gãy cấu trúc Zivot-Andrews cho dữ liệu bảng	Kiểm định nghiệm đơn vị ADF Bảng (Panel ADF)
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1992 (panel extension: 2000s)	2002–2003
Người khởi xướng	Zivot & Andrews (1992); extended to panel settings by subsequent literature	Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002)
Loại	Unit root test with endogenous structural break	Unit root / stationarity test
Công trình gốc	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.	Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74.
Tên gọi khác	panel ZA test, panel structural break unit root test, Zivot-Andrews panel unit root test, panel endogenous break unit root test	Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test
Liên quan	6	6
Tóm tắt	The Panel Zivot-Andrews test extends the single-series Zivot-Andrews (1992) structural break unit root test to panel data, allowing each cross-sectional unit to have its own endogenously determined break date. It tests the null of a unit root against the alternative of stationarity with a one-time structural break, accounting for regime shifts that bias standard panel unit root tests toward false non-rejection.	The Panel Augmented Dickey-Fuller (Panel ADF) unit root test extends the classical ADF framework to panel datasets. By pooling information across cross-sectional units it achieves substantially higher power than single-series ADF tests, allowing researchers to determine whether time-series variables are stationary or integrated of order one before modelling long-run relationships.