পদ্ধতির তুলনা করুন

	Lumsdaine-Papell Unit-Root Test with Two Structural Breaks	লি-স্ট্রাজিকিচ এলএম ইউনিট-রুট টেস্ট উইথ টু স্ট্রাকচারাল ব্রেক্স
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Hypothesis test	Hypothesis test
উদ্ভবের বছর	1997	2003
প্রবর্তক	Robin Lumsdaine & David Papell	Junsoo Lee & Mark Strazicich
ধরন	Sequential two-break unit-root test	Lagrange Multiplier unit-root test with two endogenous structural breaks
মৌলিক উৎস	Lumsdaine, R. L., & Papell, D. H. (1997). Multiple trend breaks and the unit-root hypothesis. Review of Economics and Statistics, 79(2), 212–218.	Lee, J., & Strazicich, M. C. (2003). Minimum Lagrange multiplier unit root test with two structural breaks. Review of Economics and Statistics, 85(4), 1082–1089.
অপর নাম	LP Test, Two-Break Unit-Root Test, Double Structural Break Unit-Root Test, Lumsdaine-Papell İki Kırılmalı Birim Kök Testi	LS Unit Root Test, Minimum LM Unit Root Test, Lee-Strazicich Two-Break Test, Lee-Strazicich LM Testi
সম্পর্কিত	3	3
সারসংক্ষেপ	The Lumsdaine-Papell test, introduced by Robin Lumsdaine and David Papell in 1997, extends the Zivot-Andrews single-break unit-root test to allow for two simultaneous structural breaks in the intercept and/or linear trend of a time series. It is widely used in macroeconomics and finance when data are suspected to have experienced two major regime shifts — such as policy changes, financial crises, or wars — and the researcher needs to determine whether the series is nonetheless integrated of order one.	The Lee-Strazicich (2003) test is a Lagrange Multiplier-based unit-root test that allows for two endogenous structural breaks under both the null and alternative hypotheses. Proposed by Junsoo Lee and Mark C. Strazicich, it corrects a fundamental flaw in earlier break-based tests such as Zivot-Andrews, where structural breaks were permitted only under the alternative. By incorporating breaks under the null, the LS test avoids spurious rejections and provides size-correct inference in the presence of level or trend shifts.