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Kauzaliteti Granger i Panelit Bootstrap të Kónyas×Granger Causality×
FushaEkonometriEkonometri
FamiljaHypothesis testRegression model
Viti i origjinës20061969
KrijuesiLászló KónyaClive W. J. Granger
LlojiNon-parametric bootstrap hypothesis testTime-series predictive causality test
Burimi themeluesKónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438. DOI ↗
Emërtime të tjeraBootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik TestiGranger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
Të lidhura35
PërmbledhjaIntroduced 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 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.
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ScholarGateKrahasoni metodat: Kónya Bootstrap Causality · Granger Causality. Marrë më 2026-06-17 nga https://scholargate.app/sq/compare