เปรียบเทียบวิธี

	การทดสอบขอบเขตของ Panel ARDL	การทดสอบสหบูรณ์ของพาเนลแบบเอนเกิล-แกรนเจอร์
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	2001	1999
ผู้ริเริ่ม	Pesaran, Shin & Smith	Pedroni (1999), extending Engle & Granger (1987)
ประเภท	Bounds test for cointegration	Cointegration test
แหล่งต้นตำรับ	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326.	Pedroni, P. (1999). Critical values for cointegration tests in heterogeneous panels with multiple regressors. Oxford Bulletin of Economics and Statistics, 61(S1), 653-670.
ชื่อเรียกอื่น	Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test	panel cointegration test, panel EG cointegration, Pedroni cointegration test, residual-based panel cointegration
ที่เกี่ยวข้อง	6	5
สรุป	The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both.	The Panel Engle-Granger cointegration test extends the classic two-step Engle-Granger procedure to panel data, allowing researchers to detect long-run equilibrium relationships among integrated variables across multiple cross-sectional units simultaneously. Pedroni (1999) developed panel statistics that pool information across units while allowing heterogeneous short-run dynamics and individual-specific intercepts and trends.