مقایسهٔ روش‌ها

	آزمون ریشه واحد پنل فیلیپس-پرون	آزمون کران‌های ARDL پانل
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1988 (original PP); panel adaptation widely established by 2003	2001
پدیدآور	Phillips & Perron (1988); panel extension by Im, Pesaran & Shin (2003)	Pesaran, Shin & Smith
نوع	Nonparametric unit root test	Bounds test for cointegration
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.	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 PP test, Phillips-Perron panel unit root, Im-Pesaran-Shin PP panel test, panel nonparametric unit root test	Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test
مرتبط	6	6
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 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.