विधियों की तुलना करें

	एकल संरचनात्मक विराम के साथ ज़िवोट-एंड्रयूज यूनिट-रूट परीक्षण	लुम्सडेन-पैपेल यूनिट-रूट परीक्षण जिसमें दो संरचनात्मक ब्रेक हैं
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Hypothesis test	Hypothesis test
उद्भव वर्ष	1992	1997
प्रवर्तक	Eric Zivot & Donald Andrews	Robin Lumsdaine & David Papell
प्रकार	Sequential unit-root test with endogenous break-point selection	Sequential two-break unit-root test
मौलिक स्रोत	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.	Lumsdaine, R. L., & Papell, D. H. (1997). Multiple trend breaks and the unit-root hypothesis. Review of Economics and Statistics, 79(2), 212–218.
उपनाम	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi	LP Test, Two-Break Unit-Root Test, Double Structural Break Unit-Root Test, Lumsdaine-Papell İki Kırılmalı Birim Kök Testi
संबंधित	3	3
सारांश	The Zivot-Andrews (ZA) test, introduced by Eric Zivot and Donald Andrews in 1992, is a sequential unit-root test that allows for a single structural break at an unknown date. It extends the augmented Dickey-Fuller framework by endogenously selecting the break point that provides the strongest evidence against the unit-root null hypothesis, making it particularly useful for macroeconomic and financial time series that may have been disrupted by events such as policy changes, financial crises, or supply shocks.	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.