Uporedite metode
Pregledajte izabrane metode jednu pored druge; redovi koji se razlikuju su istaknuti.
| Kónya Bootstrap Panel Granger Causality× | Pesaranov CD test: Dijagnostika presečne zavisnosti za panelne podatke× | |
|---|---|---|
| Oblast | Ekonometrija | Ekonometrija |
| Porodica | Hypothesis test | Hypothesis test |
| Godina nastanka≠ | 2006 | 2021 |
| Tvorac≠ | László Kónya | M. Hashem Pesaran |
| Tip≠ | Non-parametric bootstrap hypothesis test | Non-parametric diagnostic test |
| Temeljni izvor≠ | Kónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗ | Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI ↗ |
| Drugi nazivi | Bootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik Testi | CD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi |
| Srodne | 3 | 3 |
| Sažetak≠ | 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. | The Pesaran CD test is a general diagnostic procedure for detecting cross-sectional dependence in panel data models. Developed by M. Hashem Pesaran (2021), it is applicable to both balanced and unbalanced panels with large N and T, and retains validity under heterogeneous slope coefficients. The test is widely adopted in empirical economics, finance, and political economy as a prerequisite check before selecting appropriate estimators or unit-root tests for panel datasets. |
| ScholarGateSkup podataka ↗ |
|
|