Vertaile menetelmiä

	Dumitrescu-Hurlin paneeli-Granger-kausaatiotesti	Granger-kausaatiotesti
Tieteenala	Ekonometria	Ekonometria
Menetelmäperhe	Hypothesis test	Regression model
Syntyvuosi	2012	1969
Kehittäjä	Elena-Ivona Dumitrescu & Christophe Hurlin	Clive W. J. Granger
Tyyppi	Non-causality test for heterogeneous panels	Time-series predictive causality test
Alkuperäislähde	Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.
Rinnakkaisnimet	DH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik Testi	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
Liittyvät	3	5
Tiivistelmä	The 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 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.