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Testul Granger de Causalitate în Panou Dumitrescu-Hurlin×Modelul cu Efecte Fixe pentru Date Panou×
DomeniuEconometrieEconometrie
FamilieHypothesis testRegression model
Anul apariției20122014
Autorul originalElena-Ivona Dumitrescu & Christophe HurlinHsiao (textbook treatment); within transformation of panel data
TipNon-causality test for heterogeneous panelsPanel data regression
Sursa seminalăDumitrescu, 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 ↗
Denumiri alternativeDH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik Testifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Înrudite35
RezumatThe 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).
ScholarGateSet de date
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ScholarGateCompară metode: Dumitrescu-Hurlin Causality · Panel Fixed Effects. Preluat la 2026-06-18 de pe https://scholargate.app/ro/compare