Σύγκριση μεθόδων

	Έλεγχος Μοναδιαίας Ρίζας Panel ADF	Έλεγχος Μοναδιαίας Ρίζας Augmented Dickey-Fuller (ADF)
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	2002–2003	1979–1984
Δημιουργός	Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002)	Said & Dickey (1984); building on Dickey & Fuller (1979)
Τύπος	Unit root / stationarity test	Hypothesis test (unit root)
Θεμελιώδης πηγή	Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74.	Said, S. E., & Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71(3), 599–607.
Εναλλακτικές ονομασίες	Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test
Συναφείς	6	5
Σύνοψη	The Panel Augmented Dickey-Fuller (Panel ADF) unit root test extends the classical ADF framework to panel datasets. By pooling information across cross-sectional units it achieves substantially higher power than single-series ADF tests, allowing researchers to determine whether time-series variables are stationary or integrated of order one before modelling long-run relationships.	The Augmented Dickey-Fuller test is the standard procedure for determining whether a univariate time series contains a unit root — that is, whether the series is non-stationary. It extends the original Dickey-Fuller test by including lagged difference terms that absorb serial correlation in the residuals, making the test valid for a wide range of time-series processes encountered in economics and finance.