Regression modelEconometrics / time series

Panel Grangerov test kauzalnosti

Panel Grangerov test kauzalnosti ispituje da li prošle vrednosti jedne promenljive pomažu u predviđanju druge promenljive kroz više presečnih jedinica posmatranih tokom vremena. On proširuje klasični okvir Grangerove kauzalnosti na panel podatke, uzimajući u obzir heterogenost preseka i omogućavajući snažnije zaključivanje objedinjavanjem informacija iz različitih jedinica.

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Izvori

  1. Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI: 10.1016/j.econmod.2012.02.014
  2. Holtz-Eakin, D., Newey, W., & Rosen, H. S. (1988). Estimating vector autoregressions with panel data. Econometrica, 56(6), 1371–1395. DOI: 10.2307/1913103

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Panel Data Granger Causality Test. ScholarGate. https://scholargate.app/sr/econometrics/panel-granger-causality

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Citirana u

ScholarGatePanel Granger Causality (Panel Data Granger Causality Test). Preuzeto 2026-06-15 sa https://scholargate.app/sr/econometrics/panel-granger-causality · Skup podataka: https://doi.org/10.5281/zenodo.20539026