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اختبار سببية غرانجر (Granger Causality Test)×نموذج التأثيرات الثابتة لبيانات السلاسل الزمنية المقطعية×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة19692014
صاحب الطريقةClive W. J. GrangerHsiao (textbook treatment); within transformation of panel data
النوعTime-series predictive causality testPanel data regression
المصدر التأسيسيGranger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
الأسماء البديلةGranger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
ذات صلة55
الملخصThe Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictive sense rather than as a structural or physical cause.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGateقارن الطرق: Granger Causality · Panel Fixed Effects. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare