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Test de Causalidad de Granger para Paneles de Dumitrescu-Hurlin×Modelo de Efectos Fijos para Datos de Panel×
CampoEconometríaEconometría
FamiliaHypothesis testRegression model
Año de origen20122014
Autor originalElena-Ivona Dumitrescu & Christophe HurlinHsiao (textbook treatment); within transformation of panel data
TipoNon-causality test for heterogeneous panelsPanel data regression
Fuente seminalDumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
AliasDH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik Testifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Relacionados35
ResumenThe 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 Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGateComparar métodos: Dumitrescu-Hurlin Causality · Panel Fixed Effects. Recuperado el 2026-06-18 de https://scholargate.app/es/compare