เปรียบเทียบวิธี

	การทดสอบ CIPS	Frees Cross-Sectional Dependence Test for Panel Data
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Hypothesis test	Hypothesis test
ปีกำเนิด	2007	1995
ผู้ริเริ่ม	M. Hashem Pesaran	Edward Frees
ประเภท	Panel unit-root test with cross-section dependence	Non-parametric panel diagnostic test
แหล่งต้นตำรับ	Pesaran, M. H. (2007). A simple panel unit root test in the presence of cross-section dependence. Journal of Applied Econometrics, 22(2), 265–312.	Frees, E. W. (1995). Assessing cross-sectional correlation in panel data. Journal of Econometrics, 69(2), 393–414.
ชื่อเรียกอื่น	Pesaran CIPS Test, Cross-Sectionally Augmented IPS, Second-Generation Panel Unit-Root Test, CIPS Birim Kök Testi	Frees CD Test, Frees Q-statistic Test, Cross-Sectional Dependence Test (Frees), Frees Bağımlılık Testi
ที่เกี่ยวข้อง	3	3
สรุป	The CIPS test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed for panels in which the cross-sectional units share unobserved common factors that induce cross-section dependence. By augmenting each individual ADF regression with cross-sectional averages and their lags, the CIPS test accounts for this dependence and produces reliable inference where first-generation tests such as the original IPS test break down. It is widely applied in macroeconomic and finance panels where shocks propagate across countries or regions.	The Frees test, introduced by Edward Frees in 1995, is a non-parametric diagnostic procedure for detecting cross-sectional dependence in panel data. It is designed for settings where N (number of units) is large and T (time periods) is moderate, making it a standard pre-estimation check before applying panel regression methods that assume cross-sectional independence. Applied economists and social scientists routinely use it to verify whether units in the panel share common shocks or spatial linkages.