مقایسهٔ روش‌ها

	آزمون هم‌انباشتگی پنل یوهانسن	مدل تصحیح خطای برداری (VECM)
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2001	1987
پدیدآور	Larsson, Lyhagen & Lothgren (building on Johansen 1988/1991)	Robert F. Engle and Clive W. J. Granger
نوع	Panel cointegration test	Multivariate time-series model
منبع بنیادین	Larsson, R., Lyhagen, J., & Lothgren, M. (2001). Likelihood-based cointegration tests in heterogeneous panels. Econometrics Journal, 4(1), 109–142.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
نام‌های دیگر	panel Johansen test, Larsson-Lyhagen-Lothgren test, LLL panel cointegration, panel trace test	VECM, error correction VAR, cointegrated VAR, vector equilibrium correction model
مرتبط	5	5
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 Vector Error Correction Model extends the Vector Autoregression (VAR) framework to a system of variables that share one or more long-run equilibrium relationships. It jointly models short-run dynamics and the speed at which each variable corrects back toward equilibrium after a shock, making it the standard tool for analysing cointegrated multivariate time series.