مقایسهٔ روش‌ها

	آزمون هم‌انباشتگی پنل انگل-گرنجر	آزمون کران‌های ARDL پانل
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1999	2001
پدیدآور	Pedroni (1999), extending Engle & Granger (1987)	Pesaran, Shin & Smith
نوع	Cointegration test	Bounds test for cointegration
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.	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.
نام‌های دیگر	panel cointegration test, panel EG cointegration, Pedroni cointegration test, residual-based panel cointegration	Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds 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 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.