مقایسهٔ روش‌ها

	Robust ADF Unit Root Test	آزمون ریشه واحد پنل ADF
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1996-2001	2002–2003
پدیدآور	Ng and Perron (2001); Elliott, Rothenberg, and Stock (1996)	Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002)
نوع	Unit root / stationarity test	Unit root / stationarity test
منبع بنیادین	Ng, S., and Perron, P. (2001). Lag length selection and the construction of unit root tests with good size and power. Econometrica, 69(6), 1519-1554.	Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74.
نام‌های دیگر	robust ADF test, HAC-corrected ADF, heteroscedasticity-robust unit root test, GLS-detrended ADF	Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test
مرتبط	6	6
خلاصه	The Robust ADF unit root test extends the classical ADF procedure with improvements that correct for size distortions arising from heteroscedastic or serially correlated errors, and from poor lag-length selection. Drawing on GLS detrending (Elliott, Rothenberg, and Stock 1996) and modified information criteria (Ng and Perron 2001), it delivers reliable size and power in the presence of non-standard error processes common in macroeconomic and financial time series.	The Panel Augmented Dickey-Fuller (Panel ADF) unit root test extends the classical ADF framework to panel datasets. By pooling information across cross-sectional units it achieves substantially higher power than single-series ADF tests, allowing researchers to determine whether time-series variables are stationary or integrated of order one before modelling long-run relationships.