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	बायेसियन फिलिप्स-पेरॉन यूनिट रूट टेस्ट	बेज़ियन एडीएफ यूनिट रूट टेस्ट
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1988 / early 1990s	1991–1992
प्रवर्तक	Phillips & Perron (classical test, 1988); Bayesian framework: Sims & Uhlig (1991)	Sims & Uhlig (1991); Koop, Osiewalski & Steel (1992)
प्रकार	Unit root test (Bayesian)	Bayesian hypothesis test
मौलिक स्रोत	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335-346.	Sims, C. A., & Uhlig, H. (1991). Understanding unit rooters: A helicopter tour. Econometrica, 59(6), 1591–1599.
उपनाम	Bayesian PP test, Bayesian Phillips-Perron test, Bayesian nonparametric unit root test, Bayes PP unit root	Bayesian ADF test, Bayesian unit root test, Bayesian Dickey-Fuller, BADF
संबंधित	5	6
सारांश	The Bayesian Phillips-Perron unit root test combines the nonparametric long-run variance correction of the classical Phillips-Perron test with a Bayesian inferential framework. Instead of a p-value, it yields a posterior probability or Bayes factor quantifying evidence for or against a unit root, allowing researchers to incorporate prior economic knowledge and obtain probability statements directly about the persistence of a time series.	The Bayesian Augmented Dickey-Fuller (BADF) unit root test re-frames the classical ADF test within a Bayesian framework. Rather than computing a frequentist p-value, it quantifies evidence for or against a unit root by comparing posterior probabilities or Bayes factors under the null (unit root) and alternative (stationarity) hypotheses, incorporating prior beliefs about the autoregressive parameter.