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"Kónya Bootstrap Panel Granger Causality"×اختبار بيساران CD: تشخيص الاعتماد المقطعي للبيانات اللوحية×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةHypothesis testHypothesis test
سنة النشأة20062021
صاحب الطريقةLászló KónyaM. Hashem Pesaran
النوعNon-parametric bootstrap hypothesis testNon-parametric diagnostic test
المصدر التأسيسيKónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI ↗
الأسماء البديلةBootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik TestiCD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi
ذات صلة33
الملخصIntroduced 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.The Pesaran CD test is a general diagnostic procedure for detecting cross-sectional dependence in panel data models. Developed by M. Hashem Pesaran (2021), it is applicable to both balanced and unbalanced panels with large N and T, and retains validity under heterogeneous slope coefficients. The test is widely adopted in empirical economics, finance, and political economy as a prerequisite check before selecting appropriate estimators or unit-root tests for panel datasets.
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ScholarGateقارن الطرق: Kónya Bootstrap Causality · Pesaran CD Test. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare