A longitudinal study follows the same group of people over months or years, collecting information at several points to see how things change over time.
Much of what is known about ADHD across the lifespan comes from longitudinal studies that followed diagnosed children into adulthood. Those studies are one reason clinicians now know ADHD often continues into adult life.
Their limit is who they followed. Children diagnosed decades ago were mostly boys with visible hyperactivity, so the women and girls who were missed are also missing from the data.
Longitudinal studies take years to complete. Some participants leave before the end, which can bias the results if the people who leave differ from the people who stay.