Abstract: Abstract:By combining non-parameter Z test method for unit root test of time-series with IPS test method for panel data unit root test, we propose a new non-parameter unit root test method for panel data. This method solves the unit root test＇s problem that {εit} is L-order auto-correlaiton. Using random simulation method,we compare LL test with non-parameter unit root test for panel data. We found that the nonparameter unit root test is superior to LL test in this case.