ScholarGate
Assistente

Confronta i metodi

Esamina i metodi selezionati fianco a fianco; le righe che differiscono sono evidenziate.

Causalità di Granger Bootstrap di Kónya×Test CD di Pesaran: Diagnostica della Dipendenza Sezionale per Dati Panel×
CampoEconometriaEconometria
FamigliaHypothesis testHypothesis test
Anno di origine20062021
IdeatoreLászló KónyaM. Hashem Pesaran
TipoNon-parametric bootstrap hypothesis testNon-parametric diagnostic test
Fonte seminaleKónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI ↗
AliasBootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik TestiCD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi
Correlati33
SintesiIntroduced 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 Pesaran CD test is a general diagnostic procedure for detecting cross-sectional dependence in panel data models. Developed by M. Hashem Pesaran (2021), it is applicable to both balanced and unbalanced panels with large N and T, and retains validity under heterogeneous slope coefficients. The test is widely adopted in empirical economics, finance, and political economy as a prerequisite check before selecting appropriate estimators or unit-root tests for panel datasets.
ScholarGateInsieme di dati
  1. v1
  2. 1 Fonti
  3. PUBLISHED
  1. v1
  2. 1 Fonti
  3. PUBLISHED

Vai alla ricerca Scarica le diapositive

ScholarGateConfronta i metodi: Kónya Bootstrap Causality · Pesaran CD Test. Consultato il 2026-06-17 da https://scholargate.app/it/compare