Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Тест границ ARDL для панельных данных (Panel ARDL Bounds Test)× | Тест причинности по Грейнджеру на панельных данных× | |
|---|---|---|
| Область | Эконометрика | Эконометрика |
| Семейство | Regression model | Regression model |
| Год появления≠ | 2001 | 1988–2012 |
| Автор метода≠ | Pesaran, Shin & Smith | Holtz-Eakin, Newey & Rosen (1988); Dumitrescu & Hurlin (2012) |
| Тип≠ | Bounds test for cointegration | Causality test |
| Основополагающий источник≠ | 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. DOI ↗ | Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗ |
| Другие названия | Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test | panel causality test, Dumitrescu-Hurlin test, heterogeneous panel causality, panel Granger test |
| Связанные≠ | 6 | 5 |
| Сводка≠ | The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both. | 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. |
| ScholarGateНабор данных ↗ |
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