Linganisha mbinu
Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.
| Kipimo cha Granger Causality× | Jaribio la Pesaran CD: Utambuzi wa Utegemezi wa Kimitambuka kwa Data ya Paneli× | |
|---|---|---|
| Nyanja | Ekonometriki | Ekonometriki |
| Familia≠ | Regression model | Hypothesis test |
| Mwaka wa asili≠ | 1969 | 2021 |
| Mwanzilishi≠ | Clive W. J. Granger | M. Hashem Pesaran |
| Aina≠ | Time-series predictive causality test | Non-parametric diagnostic test |
| Chanzo asilia≠ | Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438. DOI ↗ | Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI ↗ |
| Majina mbadala | Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi | CD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi |
| Zinazohusiana≠ | 5 | 3 |
| Muhtasari≠ | 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. | 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. |
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