Porovnať metódy

	Testovanie radu jednotky Lee-Strazicich LM s dvoma štrukturálnymi zlomami	Test Lumsdaine-Papell na jednotkový koreň s dvoma štrukturálnymi zlomami
Odbor	Ekonometria	Ekonometria
Rodina	Hypothesis test	Hypothesis test
Rok vzniku	2003	1997
Tvorca	Junsoo Lee & Mark Strazicich	Robin Lumsdaine & David Papell
Typ	Lagrange Multiplier unit-root test with two endogenous structural breaks	Sequential two-break unit-root test
Pôvodný zdroj	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.	Lumsdaine, R. L., & Papell, D. H. (1997). Multiple trend breaks and the unit-root hypothesis. Review of Economics and Statistics, 79(2), 212–218.
Ďalšie názvy	LS Unit Root Test, Minimum LM Unit Root Test, Lee-Strazicich Two-Break Test, Lee-Strazicich LM Testi	LP Test, Two-Break Unit-Root Test, Double Structural Break Unit-Root Test, Lumsdaine-Papell İki Kırılmalı Birim Kök Testi
Príbuzné	3	3
Zhrnutie	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 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.