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Linganisha mbinu

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Kipimo cha MIPaka cha ARDL cha Paneli×Kipimo cha Utafiti wa Uvutano wa Granger wa Paneli×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili20011988–2012
MwanzilishiPesaran, Shin & SmithHoltz-Eakin, Newey & Rosen (1988); Dumitrescu & Hurlin (2012)
AinaBounds test for cointegrationCausality test
Chanzo asiliaPesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326. DOI ↗Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗
Majina mbadalaPanel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds testpanel causality test, Dumitrescu-Hurlin test, heterogeneous panel causality, panel Granger test
Zinazohusiana65
MuhtasariThe Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both.The Panel Granger Causality test examines whether past values of one variable help predict another variable across multiple cross-sectional units observed over time. It extends the classical Granger causality framework to panel data, accounting for cross-sectional heterogeneity and enabling more powerful inference by pooling information across units.
ScholarGateSeti ya data
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED

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ScholarGateLinganisha mbinu: Panel ARDL Bounds Test · Panel Granger Causality. Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare