পদ্ধতির তুলনা করুন

	শক্তিশালী জিভট-অ্যান্ড্রুজ পরীক্ষা	লি-স্ট্রাজিকিচ এলএম ইউনিট-রুট টেস্ট উইথ টু স্ট্রাকচারাল ব্রেক্স
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Hypothesis test
উদ্ভবের বছর	1992 (original); 2000s (robust variants)	2003
প্রবর্তক	Zivot & Andrews (1992); robust extensions by subsequent literature	Junsoo Lee & Mark Strazicich
ধরন	Unit root test with endogenous structural break	Lagrange Multiplier unit-root test with two endogenous structural breaks
মৌলিক উৎস	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.	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	robust ZA test, ZA test with robust inference, Zivot-Andrews test with heteroscedasticity-robust critical values, structural break unit root test	LS Unit Root Test, Minimum LM Unit Root Test, Lee-Strazicich Two-Break Test, Lee-Strazicich LM Testi
সম্পর্কিত	5	3
সারসংক্ষেপ	The Robust Zivot-Andrews test extends the classic Zivot-Andrews (1992) unit root test to provide reliable inference when the error term may be heteroscedastic or non-normal. It tests whether a time series has a unit root while endogenously identifying a single structural break in the level, trend, or both, without requiring the researcher to pre-specify the break date.	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.