Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Prueba de causalidad de Granger× | Prueba CD de Pesaran: Diagnóstico de Dependencia Transversal para Datos de Panel× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia≠ | Regression model | Hypothesis test |
| Año de origen≠ | 1969 | 2021 |
| Autor original≠ | Clive W. J. Granger | M. Hashem Pesaran |
| Tipo≠ | Time-series predictive causality test | Non-parametric diagnostic test |
| Fuente seminal≠ | Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438. DOI ↗ | Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI ↗ |
| Alias | Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi | CD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi |
| Relacionados≠ | 5 | 3 |
| Resumen≠ | 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. | The Pesaran CD test is a general diagnostic procedure for detecting cross-sectional dependence in panel data models. Developed by M. Hashem Pesaran (2021), it is applicable to both balanced and unbalanced panels with large N and T, and retains validity under heterogeneous slope coefficients. The test is widely adopted in empirical economics, finance, and political economy as a prerequisite check before selecting appropriate estimators or unit-root tests for panel datasets. |
| ScholarGateConjunto de datos ↗ |
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