مقایسهٔ روش‌ها

	آزمون ریشه واحد پنل ADF	آزمون ریشه واحد پنل فیلیپس-پرون
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2002–2003	1988 (original PP); panel adaptation widely established by 2003
پدیدآور	Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002)	Phillips & Perron (1988); panel extension by Im, Pesaran & Shin (2003)
نوع	Unit root / stationarity test	Nonparametric unit root 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.	Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53-74.
نام‌های دیگر	Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test	Panel PP test, Phillips-Perron panel unit root, Im-Pesaran-Shin PP panel test, panel nonparametric unit root test
مرتبط	6	6
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 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.