Salīdzināt metodes

	Lī-Straziciča LM vienības saknes tests ar diviem strukturāliem lūzumiem	Paplašinātais Dīkija-Fullera (ADF) vienības saknes tests	Života-Endrūsa vienības saknes tests ar vienu strukturālu pārtraukumu
Nozare	Ekonometrija	Ekonometrija	Ekonometrija
Saime	Hypothesis test	Regression model	Hypothesis test
Izcelsmes gads	2003	1979	1992
Autors	Junsoo Lee & Mark Strazicich	David A. Dickey & Wayne A. Fuller	Eric Zivot & Donald Andrews
Tips	Lagrange Multiplier unit-root test with two endogenous structural breaks	Unit-root test for stationarity	Sequential unit-root test with endogenous break-point selection
Pirmavots	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.	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.
Citi nosaukumi	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	ZA Test, Zivot-Andrews Break Test, Endogenous Break Unit-Root Test, Zivot-Andrews Birim Kök Testi
Saistītās	3	4	3
Kopsavilkums	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.	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.