পদ্ধতির তুলনা করুন

	Phillips-Perron (PP) এর শক্তিশালী ইউনিট রুট পরীক্ষা	শক্তিশালী অগমেন্টেড ডিকি-ফুলার ইউনিট রুট পরীক্ষা
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1988 (base); 2000s–2010s (robust extensions)	1996-2001
প্রবর্তক	Phillips & Perron (1988); robustification by Cavaliere & Taylor (2008) and related authors	Ng and Perron (2001); Elliott, Rothenberg, and Stock (1996)
ধরন	Unit root / stationarity test	Unit root / stationarity test
মৌলিক উৎস	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.	Ng, S., and Perron, P. (2001). Lag length selection and the construction of unit root tests with good size and power. Econometrica, 69(6), 1519-1554.
অপর নাম	robust Phillips-Perron test, heteroskedasticity-robust PP test, nonparametric robust unit root test, robust PP	robust ADF test, HAC-corrected ADF, heteroscedasticity-robust unit root test, GLS-detrended ADF
সম্পর্কিত	6	6
সারসংক্ষেপ	The Robust Phillips-Perron unit root test extends the classical PP test by applying corrections — such as heteroskedasticity-consistent covariance estimation or wild-bootstrap critical values — that maintain valid inference when the error variance of a time series is non-constant or exhibits unconditional heteroskedasticity, conditions under which the standard PP test is severely size-distorted.	The Robust ADF unit root test extends the classical ADF procedure with improvements that correct for size distortions arising from heteroscedastic or serially correlated errors, and from poor lag-length selection. Drawing on GLS detrending (Elliott, Rothenberg, and Stock 1996) and modified information criteria (Ng and Perron 2001), it delivers reliable size and power in the presence of non-standard error processes common in macroeconomic and financial time series.