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Kónya Bootstrap Panel Granger Causality×Модел фиксних ефеката панелних података×
OblastEkonometrijaEkonometrija
PorodicaHypothesis testRegression model
Godina nastanka20062014
TvoracLászló KónyaHsiao (textbook treatment); within transformation of panel data
TipNon-parametric bootstrap hypothesis testPanel data regression
Temeljni izvorKónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Drugi naziviBootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik Testifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Srodne35
SažetakIntroduced 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 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: Kónya Bootstrap Causality · Panel Fixed Effects. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare