Compara mètodes
Revisa els mètodes seleccionats l'un al costat de l'altre; les files que difereixen es ressalten.
| Prova de límits del Panell ARDL× | Test de Causalitat de Granger en Panell× | |
|---|---|---|
| Camp | Econometria | Econometria |
| Família | Regression model | Regression model |
| Any d'origen≠ | 2001 | 1988–2012 |
| Autor original≠ | Pesaran, Shin & Smith | Holtz-Eakin, Newey & Rosen (1988); Dumitrescu & Hurlin (2012) |
| Tipus≠ | Bounds test for cointegration | Causality test |
| Font seminal≠ | Pesaran, 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 ↗ |
| Àlies | Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test | panel causality test, Dumitrescu-Hurlin test, heterogeneous panel causality, panel Granger test |
| Relacionats≠ | 6 | 5 |
| Resum≠ | The 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. |
| ScholarGateConjunt de dades ↗ |
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