مقایسهٔ روش‌ها

	آزمون ریشه واحد پنل ADF	آزمون هم‌انباشتگی پنل یوهانسن
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2002–2003	2001
پدیدآور	Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002)	Larsson, Lyhagen & Lothgren (building on Johansen 1988/1991)
نوع	Unit root / stationarity test	Panel cointegration test
منبع بنیادین	Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74.	Larsson, R., Lyhagen, J., & Lothgren, M. (2001). Likelihood-based cointegration tests in heterogeneous panels. Econometrics Journal, 4(1), 109–142.
نام‌های دیگر	Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test	panel Johansen test, Larsson-Lyhagen-Lothgren test, LLL panel cointegration, panel trace test
مرتبط	6	5
خلاصه	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 Johansen cointegration test extends Johansen's maximum-likelihood framework to panel data, allowing researchers to test whether multiple non-stationary variables share long-run equilibrium relationships across cross-sectional units. It pools the likelihood-ratio statistics from individual Johansen tests and compares the standardised average against a standard normal distribution, yielding greater power than single-country approaches.