Comparar métodos

	Prueba de fronteras ARDL (Prueba de fronteras de Pesaran)	Prueba de causalidad de Granger	Modelo de Vectores Autorregresivos (VAR)
Campo	Econometría	Econometría	Econometría
Familia	Regression model	Regression model	Regression model
Año de origen	2001	1969	2005
Autor original	Pesaran, Shin & Smith	Clive W. J. Granger	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
Tipo	Cointegration test / Autoregressive distributed lag model	Time-series predictive causality test	Multivariate time-series model
Fuente seminal	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.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
Alias	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	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Relacionados	4	5	4
Resumen	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.	Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005).