পদ্ধতির তুলনা করুন

	ক্রস-সেকশনালি অগমেন্টেড ডিকি-ফুলার (CADF) পরীক্ষা	অগমেন্টেড ডিকি-ফুলার (ADF) ইউনিট-রুট পরীক্ষা
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Hypothesis test	Regression model
উদ্ভবের বছর	2007	1979
প্রবর্তক	M. Hashem Pesaran	David A. Dickey & Wayne A. Fuller
ধরন	Panel unit-root test with cross-sectional augmentation	Unit-root test for stationarity
মৌলিক উৎস	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.
অপর নাম	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
সম্পর্কিত	3	4
সারসংক্ষেপ	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.