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Dumitrescu-Hurlin Panel Granger Kausalitetstest×Panel Data Fixed Effects Model×
FagområdeØkonometriØkonometri
FamilieHypothesis testRegression model
Oprindelsesår20122014
OphavspersonElena-Ivona Dumitrescu & Christophe HurlinHsiao (textbook treatment); within transformation of panel data
TypeNon-causality test for heterogeneous panelsPanel data regression
Oprindelig kildeDumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
AliasserDH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik Testifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Relaterede35
ResuméThe 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 Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGateSammenlign metoder: Dumitrescu-Hurlin Causality · Panel Fixed Effects. Hentet 2026-06-18 fra https://scholargate.app/da/compare