পদ্ধতির তুলনা করুন

	ডুমিত্রেস্কু-হার্লিন প্যানেল গ্র্যাঞ্জার কজালিটি টেস্ট	পেসারান সিডি পরীক্ষা: প্যানেল ডেটার জন্য ক্রস-সেকশনাল নির্ভরতা নির্ণয়
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Hypothesis test	Hypothesis test
উদ্ভবের বছর	2012	2021
প্রবর্তক	Elena-Ivona Dumitrescu & Christophe Hurlin	M. Hashem Pesaran
ধরন	Non-causality test for heterogeneous panels	Non-parametric diagnostic test
মৌলিক উৎস	Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460.	Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50.
অপর নাম	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
সম্পর্কিত	3	3
সারসংক্ষেপ	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.