مقایسهٔ روش‌ها

	آزمون ریشه واحد پنل فیلیپس-پرون	آزمون ریشه واحد دیکی-فولر تعمیم‌یافته (ADF)
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1988 (original PP); panel adaptation widely established by 2003	1979–1984
پدیدآور	Phillips & Perron (1988); panel extension by Im, Pesaran & Shin (2003)	Said & Dickey (1984); building on Dickey & Fuller (1979)
نوع	Nonparametric unit root test	Hypothesis test (unit root)
منبع بنیادین	Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53-74.	Said, S. E., & Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71(3), 599–607.
نام‌های دیگر	Panel PP test, Phillips-Perron panel unit root, Im-Pesaran-Shin PP panel test, panel nonparametric unit root test	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test
مرتبط	6	5
خلاصه	The Panel PP unit root test extends the nonparametric Phillips-Perron correction for serial correlation to a multi-individual panel setting. It tests the null hypothesis that all cross-sectional units contain a unit root, using a pooled or averaged PP-type statistic that is robust to heteroscedastic and serially correlated errors without requiring explicit lag selection.	The Augmented Dickey-Fuller test is the standard procedure for determining whether a univariate time series contains a unit root — that is, whether the series is non-stationary. It extends the original Dickey-Fuller test by including lagged difference terms that absorb serial correlation in the residuals, making the test valid for a wide range of time-series processes encountered in economics and finance.