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Panel Granger Causality/Evidence
Method evidence record

Panel Granger Causality

The Panel Granger Causality test examines whether past values of one variable help predict another variable across multiple cross-sectional units observed over time. It extends the classical Granger causality framework to panel data, accounting for cross-sectional heterogeneity and enabling more powerful inference by pooling information across units.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Panel Data Granger Causality Test
Taxonomic method record · regression-model / econometrics
  • Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. · DOI 10.1016/j.econmod.2012.02.014
  • Holtz-Eakin, D., Newey, W., & Rosen, H. S. (1988). Estimating vector autoregressions with panel data. Econometrica, 56(6), 1371–1395. · DOI 10.2307/1913103
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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This view does not invent a claim assessment when the ledger has none.

Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketGranger Causality Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel ARDL Bounds Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Johansen Cointegrationmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel VECMmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketToda-Yamamoto causality testmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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