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| Test Grangerovej kauzality Dumitrescu-Hurlin pre panely× | Kónya Bootstrap Panel Granger Causality× | |
|---|---|---|
| Odbor | Ekonometria | Ekonometria |
| Rodina | Hypothesis test | Hypothesis test |
| Rok vzniku≠ | 2012 | 2006 |
| Tvorca≠ | Elena-Ivona Dumitrescu & Christophe Hurlin | László Kónya |
| Typ≠ | Non-causality test for heterogeneous panels | Non-parametric bootstrap hypothesis test |
| Pôvodný zdroj≠ | Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗ | Kónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗ |
| Ďalšie názvy | DH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik Testi | Bootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik Testi |
| Príbuzné | 3 | 3 |
| Zhrnutie≠ | The 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. | Introduced 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. |
| ScholarGateDátová sada ↗ |
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