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	Fisher panelenhetrotstest	Augmented Dickey-Fuller (ADF) enhetsrotstest
Ämnesområde	Ekonometri	Ekonometri
Familj	Hypothesis test	Regression model
Ursprungsår	1999	1979
Upphovsperson	G. S. Maddala & Shaowen Wu	David A. Dickey & Wayne A. Fuller
Typ	Nonparametric combination-of-p-values panel unit-root test	Unit-root test for stationarity
Ursprungskälla	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.	Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427–431.
Alias	Maddala-Wu Test, Fisher-type Panel Unit-Root Test, MW Panel Unit-Root Test, Fisher Panel Birim Kök Testi	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi
Närliggande	3	4
Sammanfattning	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.	The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.