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Πάνελ Kónya Bootstrap Αιτιότητας Granger×Δοκιμή Αιτιότητας Granger Πινάκων Dumitrescu-Hurlin×Δοκιμή Αιτιότητας Granger×
ΠεδίοΟικονομετρίαΟικονομετρίαΟικονομετρία
ΟικογένειαHypothesis testHypothesis testRegression model
Έτος προέλευσης200620121969
ΔημιουργόςLászló KónyaElena-Ivona Dumitrescu & Christophe HurlinClive W. J. Granger
ΤύποςNon-parametric bootstrap hypothesis testNon-causality test for heterogeneous panelsTime-series predictive causality test
Θεμελιώδης πηγήKónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438. DOI ↗
Εναλλακτικές ονομασίεςBootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik TestiDH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik TestiGranger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
Συναφείς335
ΣύνοψηIntroduced 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.The 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 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.
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ScholarGateΣύγκριση μεθόδων: Kónya Bootstrap Causality · Dumitrescu-Hurlin Causality · Granger Causality. Ανακτήθηκε στις 2026-06-19 από https://scholargate.app/el/compare