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Test Grangerovy kauzality Dumitrescu-Hurlin×Kónya Bootstrap Panel Granger Causality×
OborEkonometrieEkonometrie
RodinaHypothesis testHypothesis test
Rok vzniku20122006
TvůrceElena-Ivona Dumitrescu & Christophe HurlinLászló Kónya
TypNon-causality test for heterogeneous panelsNon-parametric bootstrap hypothesis test
Původní zdrojDumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗Kónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗
Další názvyDH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik TestiBootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik Testi
Příbuzné33
ShrnutíThe 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.Introduced by László Kónya in 2006, this method tests Granger causality in heterogeneous panels by estimating a Seemingly Unrelated Regressions (SUR) system and deriving country-specific critical values through bootstrapping. Unlike pooled panel tests, it delivers a separate causality verdict for each cross-section, making it particularly valuable in applied macroeconomics and international economics when panel units are expected to behave differently.
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ScholarGatePorovnat metody: Dumitrescu-Hurlin Causality · Kónya Bootstrap Causality. Získáno 2026-06-18 z https://scholargate.app/cs/compare