مقایسهٔ روش‌ها

	آزمون ریشه واحد پنل فیلیپس-پرون	آزمون ریشه واحد فیلیپس-پرون
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1988 (original PP); panel adaptation widely established by 2003	1988
پدیدآور	Phillips & Perron (1988); panel extension by Im, Pesaran & Shin (2003)	Peter C. B. Phillips and Pierre Perron
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.	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.
نام‌های دیگر	Panel PP test, Phillips-Perron panel unit root, Im-Pesaran-Shin PP panel test, panel nonparametric unit root test	PP test, PP unit root test, Phillips-Perron test, nonparametric unit root 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 Phillips-Perron (PP) test is a nonparametric unit root test for time series that corrects for serial correlation and heteroscedasticity in the error term without adding lagged differences. Introduced by Phillips and Perron (1988), it applies a kernel-based long-run variance estimator to adjust the Dickey-Fuller statistic, making it robust to a wide class of weakly dependent error processes.