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Test granične kauzalnosti Dumitrescu-Hurlin×Granger-ov test kauzaliteta×
OblastEkonometrijaEkonometrija
PorodicaHypothesis testRegression model
Godina nastanka20121969
TvoracElena-Ivona Dumitrescu & Christophe HurlinClive W. J. Granger
TipNon-causality test for heterogeneous panelsTime-series predictive causality test
Temeljni izvorDumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438. DOI ↗
Drugi naziviDH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik TestiGranger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
Srodne35
SažetakThe 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 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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ScholarGateUporedite metode: Dumitrescu-Hurlin Causality · Granger Causality. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare