مقایسهٔ روش‌ها

	آزمون هم‌انباشتگی پنل انگل-گرنجر	آزمون ریشه واحد پنل ADF
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1999	2002–2003
پدیدآور	Pedroni (1999), extending Engle & Granger (1987)	Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002)
نوع	Cointegration test	Unit root / stationarity test
منبع بنیادین	Pedroni, P. (1999). Critical values for cointegration tests in heterogeneous panels with multiple regressors. Oxford Bulletin of Economics and Statistics, 61(S1), 653-670.	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 cointegration test, panel EG cointegration, Pedroni cointegration test, residual-based panel cointegration	Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test
مرتبط	5	6
خلاصه	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.	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.