เปรียบเทียบวิธี

	Kónya Bootstrap Panel Granger Causality	การทดสอบความเป็นเหตุเป็นผลแบบแกรนเจอร์ (Granger Causality Test)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Hypothesis test	Regression model
ปีกำเนิด	2006	1969
ผู้ริเริ่ม	László Kónya	Clive W. J. Granger
ประเภท	Non-parametric bootstrap hypothesis test	Time-series predictive causality test
แหล่งต้นตำรับ	Kónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.
ชื่อเรียกอื่น	Bootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik Testi	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
ที่เกี่ยวข้อง	3	5
สรุป	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 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.