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آزمون علیت گرنجر پانلی دومیتریسکو-هورلین×آزمون علیت گرنجر پنل کونیا-بوت استرپ×مدل اثرات ثابت داده‌های پانل×
حوزهاقتصادسنجیاقتصادسنجیاقتصادسنجی
خانوادهHypothesis testHypothesis testRegression model
سال پیدایش201220062014
پدیدآورElena-Ivona Dumitrescu & Christophe HurlinLászló KónyaHsiao (textbook treatment); within transformation of panel data
نوعNon-causality test for heterogeneous panelsNon-parametric bootstrap hypothesis testPanel data regression
منبع بنیادینDumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗Kónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
نام‌های دیگرDH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik TestiBootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik Testifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
مرتبط335
خلاصهThe 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.Introduced 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 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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ScholarGateمقایسهٔ روش‌ها: Dumitrescu-Hurlin Causality · Kónya Bootstrap Causality · Panel Fixed Effects. بازیابی‌شده در 2026-06-18 از https://scholargate.app/fa/compare