Σύγκριση μεθόδων

	Δοκιμή Αιτιότητας Granger	Πάνελ Kónya Bootstrap Αιτιότητας Granger
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Hypothesis test
Έτος προέλευσης	1969	2006
Δημιουργός	Clive W. J. Granger	László Kónya
Τύπος	Time-series predictive causality test	Non-parametric bootstrap hypothesis test
Θεμελιώδης πηγή	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.	Kónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992.
Εναλλακτικές ονομασίες	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi	Bootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik Testi
Συναφείς	5	3
Σύνοψη	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.	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.