เปรียบเทียบวิธี

	การทดสอบรากหน่วย Panel ADF	การทดสอบรากหน่วย Augmented Dickey-Fuller (ADF)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	2002–2003	1979–1984
ผู้ริเริ่ม	Im, Pesaran & Shin (2003); Levin, Lin & Chu (2002)	Said & Dickey (1984); building on Dickey & Fuller (1979)
ประเภท	Unit root / stationarity test	Hypothesis test (unit root)
แหล่งต้นตำรับ	Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74.	Said, S. E., & Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71(3), 599–607.
ชื่อเรียกอื่น	Panel ADF test, IPS test, Im-Pesaran-Shin test, panel unit root test	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test
ที่เกี่ยวข้อง	6	5
สรุป	The Panel Augmented Dickey-Fuller (Panel ADF) unit root test extends the classical ADF framework to panel datasets. By pooling information across cross-sectional units it achieves substantially higher power than single-series ADF tests, allowing researchers to determine whether time-series variables are stationary or integrated of order one before modelling long-run relationships.	The Augmented Dickey-Fuller test is the standard procedure for determining whether a univariate time series contains a unit root — that is, whether the series is non-stationary. It extends the original Dickey-Fuller test by including lagged difference terms that absorb serial correlation in the residuals, making the test valid for a wide range of time-series processes encountered in economics and finance.