مقایسهٔ روش‌ها

	آزمون کران‌های ARDL پانل	آزمون هم‌انباشتگی پنل انگل-گرنجر
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2001	1999
پدیدآور	Pesaran, Shin & Smith	Pedroni (1999), extending Engle & Granger (1987)
نوع	Bounds test for cointegration	Cointegration test
منبع بنیادین	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326.	Pedroni, P. (1999). Critical values for cointegration tests in heterogeneous panels with multiple regressors. Oxford Bulletin of Economics and Statistics, 61(S1), 653-670.
نام‌های دیگر	Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test	panel cointegration test, panel EG cointegration, Pedroni cointegration test, residual-based panel cointegration
مرتبط	6	5
خلاصه	The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both.	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.