مقایسهٔ روش‌ها

	آزمون هم‌انباشتگی پنل یوهانسن	آزمون کران‌های ARDL پانل
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2001	2001
پدیدآور	Larsson, Lyhagen & Lothgren (building on Johansen 1988/1991)	Pesaran, Shin & Smith
نوع	Panel cointegration test	Bounds test for cointegration
منبع بنیادین	Larsson, R., Lyhagen, J., & Lothgren, M. (2001). Likelihood-based cointegration tests in heterogeneous panels. Econometrics Journal, 4(1), 109–142.	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 Johansen test, Larsson-Lyhagen-Lothgren test, LLL panel cointegration, panel trace test	Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test
مرتبط	5	6
خلاصه	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.	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.