Porównaj metody

	Test pierwiastka jednostkowego Breitunga	Test pierwiastka jednostkowego dla paneli Fishera
Dziedzina	Ekonometria	Ekonometria
Rodzina	Hypothesis test	Hypothesis test
Rok powstania	2000	1999
Twórca	Jörg Breitung	G. S. Maddala & Shaowen Wu
Typ	Nonparametric panel unit-root test	Nonparametric combination-of-p-values panel unit-root test
Źródło pierwotne	Breitung, J. (2000). The local power of some unit root tests for panel data. Advances in Econometrics, 15, 161–177.	Maddala, G. S., & Wu, S. (1999). A comparative study of unit root tests with panel data and a new simple test. Oxford Bulletin of Economics and Statistics, 61(S1), 631–652.
Inne nazwy	Breitung Panel Unit-Root Test, Breitung (2000) Test, Breitung Nonparametric Panel Unit-Root Test, Breitung Panel Birim Kök Testi	Maddala-Wu Test, Fisher-type Panel Unit-Root Test, MW Panel Unit-Root Test, Fisher Panel Birim Kök Testi
Pokrewne	3	3
Podsumowanie	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 Fisher-type (Maddala-Wu) panel unit-root test, introduced in 1999, combines individual-level ADF unit-root p-values using Fisher's chi-squared meta-analytic framework to produce a single panel-level test statistic. Unlike the Levin-Lin-Chu approach, it does not impose a common autoregressive parameter across cross-sections, making it a natural choice for heterogeneous panels in macroeconomics, finance, and regional economics.