Comparer des méthodes

	Test de racine unitaire sur panel Im-Pesaran-Shin (IPS)	Test de racine unitaire sur panel de Breitung
Domaine	Économétrie	Économétrie
Famille	Hypothesis test	Hypothesis test
Année d'origine	2003	2000
Auteur d'origine	Im, Pesaran & Shin	Jörg Breitung
Type	Panel unit-root test allowing cross-sectional heterogeneity	Nonparametric panel unit-root test
Source fondatrice	Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74.	Breitung, J. (2000). The local power of some unit root tests for panel data. Advances in Econometrics, 15, 161–177.
Alias	IPS Test, IPS Panel Unit-Root Test, Heterogeneous Panel Unit-Root Test, Im-Pesaran-Shin Birim Kök Testi	Breitung Panel Unit-Root Test, Breitung (2000) Test, Breitung Nonparametric Panel Unit-Root Test, Breitung Panel Birim Kök Testi
Apparentées	3	3
Résumé	The Im-Pesaran-Shin (IPS) test, introduced by Im, Pesaran, and Shin in 2003, is a panel unit-root test designed for heterogeneous panels where the autoregressive coefficient is allowed to differ across cross-sectional units. It averages individual Augmented Dickey-Fuller (ADF) t-statistics and constructs a standardized statistic with a standard normal limiting distribution, making it one of the most widely applied first-generation panel unit-root tests in applied econometrics.	The Breitung test, introduced by Jörg Breitung in 2000, is a nonparametric panel unit-root test designed to assess whether all cross-sectional units in a balanced panel share a common unit root. Unlike competing first-generation tests, it avoids bias-correction terms that depend on lag selection or kernel bandwidth estimation, thereby preserving local power under a homogeneous alternative. It is widely used in macroeconometrics and finance when the researcher suspects cross-sectional homogeneity in the autoregressive structure.