Vertaile menetelmiä

	Lee-Strazicichin yksikköjuuritesti kahdella rakenteellisella murroksella	Augmented Dickey-Fuller (ADF) -yksikköjuurestesti
Tieteenala	Ekonometria	Ekonometria
Menetelmäperhe	Hypothesis test	Regression model
Syntyvuosi	2003	1979
Kehittäjä	Junsoo Lee & Mark Strazicich	David A. Dickey & Wayne A. Fuller
Tyyppi	Lagrange Multiplier unit-root test with two endogenous structural breaks	Unit-root test for stationarity
Alkuperäislähde	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.	Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427–431.
Rinnakkaisnimet	LS Unit Root Test, Minimum LM Unit Root Test, Lee-Strazicich Two-Break Test, Lee-Strazicich LM Testi	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi
Liittyvät	3	4
Tiivistelmä	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.	The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.