So sánh phương pháp

	Kiểm định nghiệm đơn vị (Unit-Root Test) Augmented Dickey-Fuller (ADF)	Kiểm định DF-GLS: Kiểm định nghiệm đơn vị Dickey-Fuller đã khử xu hướng bằng GLS
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Hypothesis test
Năm ra đời	1979	1996
Người khởi xướng	David A. Dickey & Wayne A. Fuller	Elliott, Rothenberg & Stock
Loại	Unit-root test for stationarity	One-sided t-test on GLS-detrended series
Công trình gốc	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.	Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996). Efficient tests for an autoregressive unit root. Econometrica, 64(4), 813–836.
Tên gọi khác	ADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testi	Elliott-Rothenberg-Stock test, ERS unit-root test, GLS-detrended Dickey-Fuller test, DF-GLS birim kök testi
Liên quan	4	3
Tóm tắt	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.	The DF-GLS test, introduced by Elliott, Rothenberg, and Stock (1996), is a modified augmented Dickey-Fuller procedure that applies generalized least squares (GLS) detrending before the standard unit-root regression. By removing deterministic components under a local alternative rather than the null hypothesis, the test achieves near-optimal power for detecting stationarity in time series, making it the preferred unit-root test in applied econometrics when a trend or intercept is present.