Σύγκριση μεθόδων

	Η δοκιμή ορίων ARDL (Pesaran Bounds Test)	Δοκιμή Αιτιότητας Granger
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	2001	1969
Δημιουργός	Pesaran, Shin & Smith	Clive W. J. Granger
Τύπος	Cointegration test / Autoregressive distributed lag model	Time-series predictive causality test
Θεμελιώδης πηγή	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.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.
Εναλλακτικές ονομασίες	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
Συναφείς	4	5
Σύνοψη	The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.	The Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictive sense rather than as a structural or physical cause.