Comparer des méthodes

	Test de Causalité de Granger sur Données de Panel	Test de causalité de Granger
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1988–2012	1969
Auteur d'origine	Holtz-Eakin, Newey & Rosen (1988); Dumitrescu & Hurlin (2012)	Clive W. J. Granger
Type	Causality test	Causality test (F-test on VAR)
Source fondatrice	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.
Alias	panel causality test, Dumitrescu-Hurlin test, heterogeneous panel causality, panel Granger test	Granger test, GC test, predictive causality test, Granger non-causality test
Apparentées	5	5
Résumé	The Panel Granger Causality test examines whether past values of one variable help predict another variable across multiple cross-sectional units observed over time. It extends the classical Granger causality framework to panel data, accounting for cross-sectional heterogeneity and enabling more powerful inference by pooling information across units.	The Granger causality test is a statistical hypothesis test that determines whether past values of one time series help predict future values of another, beyond what that series' own past already explains. Introduced by Clive Granger in 1969, it is the standard approach for assessing predictive causality in VAR-based time-series analysis.