Σύγκριση μεθόδων

	Έλεγχος Μοναδιαίας Ρίζας Panel ADF	Έλεγχος Συνολομείωσης Engle-Granger για Πάνελ
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	2002–2003	1999
Δημιουργός	Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002)	Pedroni (1999), extending Engle & Granger (1987)
Τύπος	Unit root / stationarity test	Cointegration test
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.	Pedroni, P. (1999). Critical values for cointegration tests in heterogeneous panels with multiple regressors. Oxford Bulletin of Economics and Statistics, 61(S1), 653-670.
Εναλλακτικές ονομασίες	Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test	panel cointegration test, panel EG cointegration, Pedroni cointegration test, residual-based panel cointegration
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 Panel Engle-Granger cointegration test extends the classic two-step Engle-Granger procedure to panel data, allowing researchers to detect long-run equilibrium relationships among integrated variables across multiple cross-sectional units simultaneously. Pedroni (1999) developed panel statistics that pool information across units while allowing heterogeneous short-run dynamics and individual-specific intercepts and trends.