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Test granične kauzalnosti Dumitrescu-Hurlin×Модел фиксних ефеката панелних података×
OblastEkonometrijaEkonometrija
PorodicaHypothesis testRegression model
Godina nastanka20122014
TvoracElena-Ivona Dumitrescu & Christophe HurlinHsiao (textbook treatment); within transformation of panel data
TipNon-causality test for heterogeneous panelsPanel data regression
Temeljni izvorDumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Drugi naziviDH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik Testifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
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 Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGateUporedite metode: Dumitrescu-Hurlin Causality · Panel Fixed Effects. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare