ScholarGate
المساعد

قارن الطرق

راجع الطرق التي اخترتها جنبًا إلى جنب؛ الصفوف المختلفة مميَّزة.

اختبار دوميتريسكو-هورلين لسببية غرانجر للبيانات المقطعية×"Kónya Bootstrap Panel Granger Causality"×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةHypothesis testHypothesis test
سنة النشأة20122006
صاحب الطريقةElena-Ivona Dumitrescu & Christophe HurlinLászló Kónya
النوعNon-causality test for heterogeneous panelsNon-parametric bootstrap hypothesis test
المصدر التأسيسيDumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗Kónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗
الأسماء البديلةDH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik TestiBootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik Testi
ذات صلة33
الملخصThe Dumitrescu-Hurlin (DH) test, introduced by Elena-Ivona Dumitrescu and Christophe Hurlin in their 2012 Economic Modelling article, tests for Granger non-causality in heterogeneous panel datasets. Unlike standard panel causality approaches, it permits each cross-sectional unit to have its own distinct causal relationship, making it well-suited for macro-panels of countries, firms, or regions where homogeneity cannot be assumed.Introduced by László Kónya in 2006, this method tests Granger causality in heterogeneous panels by estimating a Seemingly Unrelated Regressions (SUR) system and deriving country-specific critical values through bootstrapping. Unlike pooled panel tests, it delivers a separate causality verdict for each cross-section, making it particularly valuable in applied macroeconomics and international economics when panel units are expected to behave differently.
ScholarGateمجموعة البيانات
  1. v1
  2. 1 المصادر
  3. PUBLISHED
  1. v1
  2. 1 المصادر
  3. PUBLISHED

انتقل إلى البحث تنزيل الشرائح

ScholarGateقارن الطرق: Dumitrescu-Hurlin Causality · Kónya Bootstrap Causality. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare