قارن الطرق

	اختبار ديكي-فولر المعزز مقطعياً (CADF)	اختبار جذر الوحدة المعزز لديكي-فولر (ADF)	اختبار CIPS
المجال	الاقتصاد القياسي	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Hypothesis test	Regression model	Hypothesis test
سنة النشأة	2007	1979	2007
صاحب الطريقة	M. Hashem Pesaran	David A. Dickey & Wayne A. Fuller	M. Hashem Pesaran
النوع	Panel unit-root test with cross-sectional augmentation	Unit-root test for stationarity	Panel unit-root test with cross-section dependence
المصدر التأسيسي	Pesaran, M. H. (2007). A simple panel unit root test in the presence of cross-section dependence. Journal of Applied Econometrics, 22(2), 265–312.	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.	Pesaran, M. H. (2007). A simple panel unit root test in the presence of cross-section dependence. Journal of Applied Econometrics, 22(2), 265–312.
الأسماء البديلة	Cross-Sectionally Augmented ADF, Panel CADF Test, Pesaran Panel Unit Root Test, CADF Birim Kök Testi	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi	Pesaran CIPS Test, Cross-Sectionally Augmented IPS, Second-Generation Panel Unit-Root Test, CIPS Birim Kök Testi
ذات صلة	3	4	3
الملخص	The Cross-sectionally Augmented Dickey-Fuller (CADF) test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed to handle cross-sectional dependence among panel units. Unlike first-generation panel unit-root tests that assume cross-sectional independence, the CADF test augments individual ADF regressions with cross-sectional averages of lagged levels and first differences, making it suitable for macro-panels and cross-country studies where common factors drive co-movement.	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 CIPS test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed for panels in which the cross-sectional units share unobserved common factors that induce cross-section dependence. By augmenting each individual ADF regression with cross-sectional averages and their lags, the CIPS test accounts for this dependence and produces reliable inference where first-generation tests such as the original IPS test break down. It is widely applied in macroeconomic and finance panels where shocks propagate across countries or regions.