So sánh phương pháp

	Kiểm định nghiệm đơn vị ADF với điểm đứt gãy cấu trúc	Causality Granger theo cấu trúc đứt gãy
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1989-1992	1995-2010
Người khởi xướng	Perron (1989); Zivot and Andrews (1992)	Granger (1969) causality framework extended by Toda & Yamamoto (1995) and Balcilar et al. (2010)
Loại	Unit root test with structural break	Hypothesis test / time-series model
Công trình gốc	Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361-1401.	Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250.
Tên gọi khác	ADF with structural break, Perron unit root test, break-augmented ADF, unit root test with structural change	break-robust Granger causality, Granger causality under regime change, time-varying Granger causality, structural change Granger test
Liên quan	6	3
Tóm tắt	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.	Structural break Granger causality extends the classic Granger causality framework to accommodate regime shifts and parameter instability in time series. By detecting break points and testing causality within sub-samples or via rolling/recursive windows, it reveals whether a predictive relationship between variables switches on, switches off, or changes direction over time.