Сравнение методов

	Тест причинности по Грейнджеру	Тест границ ARDL (Pesaran Bounds Test)	Регрессия методом обыкновенных наименьших квадратов (ОНМК)
Область	Эконометрика	Эконометрика	Эконометрика
Семейство	Regression model	Regression model	Regression model
Год появления	1969	2001	2019
Автор метода	Clive W. J. Granger	Pesaran, Shin & Smith	Wooldridge (textbook treatment); classical least squares
Тип	Time-series predictive causality test	Cointegration test / Autoregressive distributed lag model	Linear regression
Основополагающий источник	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics, 16(3), 289–326.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Другие названия	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Связанные	5	4	5
Сводка	The Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictive sense rather than as a structural or physical cause.	The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).