Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Test de causalité de Granger pour panels de Dumitrescu-Hurlin× | Modèle à effets fixes pour données de panel× | |
|---|---|---|
| Domaine | Économétrie | Économétrie |
| Famille≠ | Hypothesis test | Regression model |
| Année d'origine≠ | 2012 | 2014 |
| Auteur d'origine≠ | Elena-Ivona Dumitrescu & Christophe Hurlin | Hsiao (textbook treatment); within transformation of panel data |
| Type≠ | Non-causality test for heterogeneous panels | Panel data regression |
| Source fondatrice≠ | Dumitrescu, 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 ↗ |
| Alias | DH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik Testi | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Apparentées≠ | 3 | 5 |
| Résumé≠ | 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 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). |
| ScholarGateJeu de données ↗ |
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