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| Тест на Дюмитреску-Хюрлин за панелна причинност на Грейнджър× | Pesaran CD Test× | |
|---|---|---|
| Област | Иконометрия | Иконометрия |
| Семейство | Hypothesis test | Hypothesis test |
| Година на възникване≠ | 2012 | 2021 |
| Създател≠ | Elena-Ivona Dumitrescu & Christophe Hurlin | M. Hashem Pesaran |
| Тип≠ | Non-causality test for heterogeneous panels | Non-parametric diagnostic test |
| Основополагащ източник≠ | Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗ | Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI ↗ |
| Други названия | DH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik Testi | CD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi |
| Свързани | 3 | 3 |
| Резюме≠ | The 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. | 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. |
| ScholarGateНабор от данни ↗ |
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