Σύγκριση μεθόδων

	Δοκιμή μοναδιαίας ρίζας Phillips-Perron για Πάνελ	Έλεγχος Μοναδιαίας Ρίζας Augmented Dickey-Fuller (ADF)
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1988 (original PP); panel adaptation widely established by 2003	1979–1984
Δημιουργός	Phillips & Perron (1988); panel extension by Im, Pesaran & Shin (2003)	Said & Dickey (1984); building on Dickey & Fuller (1979)
Τύπος	Nonparametric unit root 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 PP test, Phillips-Perron panel unit root, Im-Pesaran-Shin PP panel test, panel nonparametric unit root test	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test
Συναφείς	6	5
Σύνοψη	The Panel PP unit root test extends the nonparametric Phillips-Perron correction for serial correlation to a multi-individual panel setting. It tests the null hypothesis that all cross-sectional units contain a unit root, using a pooled or averaged PP-type statistic that is robust to heteroscedastic and serially correlated errors without requiring explicit lag selection.	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.