Salīdzināt metodes

	Breitunga vienības saknes tests	Im-Pesaran-Shin (IPS) paneļu vienības saknes tests
Nozare	Ekonometrija	Ekonometrija
Saime	Hypothesis test	Hypothesis test
Izcelsmes gads	2000	2003
Autors	Jörg Breitung	Im, Pesaran & Shin
Tips	Nonparametric panel unit-root test	Panel unit-root test allowing cross-sectional heterogeneity
Pirmavots	Breitung, J. (2000). The local power of some unit root tests for panel data. Advances in Econometrics, 15, 161–177.	Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74.
Citi nosaukumi	Breitung Panel Unit-Root Test, Breitung (2000) Test, Breitung Nonparametric Panel Unit-Root Test, Breitung Panel Birim Kök Testi	IPS Test, IPS Panel Unit-Root Test, Heterogeneous Panel Unit-Root Test, Im-Pesaran-Shin Birim Kök Testi
Saistītās	3	3
Kopsavilkums	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.	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.