So sánh phương pháp

	Kiểm định nghiệm đơn có cấu trúc gãy Zivot-Andrews	Kiểm định cấu trúc Zivot-Andrews
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1992	1992
Người khởi xướng	Eric Zivot and Donald W. K. Andrews	Eric Zivot and Donald W. K. Andrews
Loại	Unit root test with endogenous structural break	Unit root test with endogenous structural break
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.	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.
Tên gọi khác	Zivot-Andrews test, ZA unit root test, endogenous structural break unit root test, ZA breakpoint test	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Liên quan	6	6
Tóm tắt	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.	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.