ScholarGate
Асистент

Сравнение на методи

Прегледайте избраните методи един до друг; редовете с разлики са откроени.

Тест за граници на панелни ARDL×Тест за Панелна Грейнджър Причинност×
ОбластИконометрияИконометрия
СемействоRegression modelRegression model
Година на възникване20011988–2012
СъздателPesaran, Shin & SmithHoltz-Eakin, Newey & Rosen (1988); Dumitrescu & Hurlin (2012)
ТипBounds test for cointegrationCausality test
Основополагащ източникPesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326. DOI ↗Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗
Други названияPanel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds testpanel causality test, Dumitrescu-Hurlin test, heterogeneous panel causality, panel Granger test
Свързани65
РезюмеThe Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both.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.
ScholarGateНабор от данни
  1. v1
  2. 2 Източници
  3. PUBLISHED
  1. v1
  2. 2 Източници
  3. PUBLISHED

Към търсенето Изтегляне на слайдове

ScholarGateСравнение на методи: Panel ARDL Bounds Test · Panel Granger Causality. Извлечено на 2026-06-18 от https://scholargate.app/bg/compare