השוואת שיטות

	מבחן סיבתיות גריינג'ר לפאנלים	מבחן קואינטגרציה של פאנל יוהנסן
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1988–2012	2001
הוגה השיטה	Holtz-Eakin, Newey & Rosen (1988); Dumitrescu & Hurlin (2012)	Larsson, Lyhagen & Lothgren (building on Johansen 1988/1991)
סוג	Causality test	Panel cointegration test
מקור מכונן	Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460.	Larsson, R., Lyhagen, J., & Lothgren, M. (2001). Likelihood-based cointegration tests in heterogeneous panels. Econometrics Journal, 4(1), 109–142.
כינויים	panel causality test, Dumitrescu-Hurlin test, heterogeneous panel causality, panel Granger test	panel Johansen test, Larsson-Lyhagen-Lothgren test, LLL panel cointegration, panel trace test
קשורות	5	5
תקציר	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 Panel Johansen cointegration test extends Johansen's maximum-likelihood framework to panel data, allowing researchers to test whether multiple non-stationary variables share long-run equilibrium relationships across cross-sectional units. It pools the likelihood-ratio statistics from individual Johansen tests and compares the standardised average against a standard normal distribution, yielding greater power than single-country approaches.