قارن الطرق

	اختبار جوهانسن للتكامل المشترك للبيانات اللوحية	اختبار سببية جرانجر للبيانات المقطعية
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	2001	1988–2012
صاحب الطريقة	Larsson, Lyhagen & Lothgren (building on Johansen 1988/1991)	Holtz-Eakin, Newey & Rosen (1988); Dumitrescu & Hurlin (2012)
النوع	Panel cointegration test	Causality test
المصدر التأسيسي	Larsson, R., Lyhagen, J., & Lothgren, M. (2001). Likelihood-based cointegration tests in heterogeneous panels. Econometrics Journal, 4(1), 109–142.	Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460.
الأسماء البديلة	panel Johansen test, Larsson-Lyhagen-Lothgren test, LLL panel cointegration, panel trace test	panel causality test, Dumitrescu-Hurlin test, heterogeneous panel causality, panel Granger test
ذات صلة	5	5
الملخص	The Panel Johansen cointegration test extends Johansen's maximum-likelihood framework to panel data, allowing researchers to test whether multiple non-stationary variables share long-run equilibrium relationships across cross-sectional units. It pools the likelihood-ratio statistics from individual Johansen tests and compares the standardised average against a standard normal distribution, yielding greater power than single-country approaches.	The Panel Granger Causality test examines whether past values of one variable help predict another variable across multiple cross-sectional units observed over time. It extends the classical Granger causality framework to panel data, accounting for cross-sectional heterogeneity and enabling more powerful inference by pooling information across units.