Порівняння методів

	Панельний тест на одиничний корінь Ім-Песарана-Шина (IPS)	Панельний тест на одиничний корінь Брайтунга
Галузь	Економетрика	Економетрика
Родина	Hypothesis test	Hypothesis test
Рік появи	2003	2000
Автор методу	Im, Pesaran & Shin	Jörg Breitung
Тип	Panel unit-root test allowing cross-sectional heterogeneity	Nonparametric panel unit-root test
Основоположне джерело	Im, K. S., Pesaran, M. H., & Shin, Y. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53–74.	Breitung, J. (2000). The local power of some unit root tests for panel data. Advances in Econometrics, 15, 161–177.
Інші назви	IPS Test, IPS Panel Unit-Root Test, Heterogeneous Panel Unit-Root Test, Im-Pesaran-Shin Birim Kök Testi	Breitung Panel Unit-Root Test, Breitung (2000) Test, Breitung Nonparametric Panel Unit-Root Test, Breitung Panel Birim Kök Testi
Пов'язані	3	3
Підсумок	The Im-Pesaran-Shin (IPS) test, introduced by Im, Pesaran, and Shin in 2003, is a panel unit-root test designed for heterogeneous panels where the autoregressive coefficient is allowed to differ across cross-sectional units. It averages individual Augmented Dickey-Fuller (ADF) t-statistics and constructs a standardized statistic with a standard normal limiting distribution, making it one of the most widely applied first-generation panel unit-root tests in applied econometrics.	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.