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| Phương pháp Kónya Bootstrap Panel Granger Causality× | Kiểm định nhân quả Granger bảng Dumitrescu-Hurlin× | |
|---|---|---|
| Lĩnh vực | Kinh tế lượng | Kinh tế lượng |
| Họ | Hypothesis test | Hypothesis test |
| Năm ra đời≠ | 2006 | 2012 |
| Người khởi xướng≠ | László Kónya | Elena-Ivona Dumitrescu & Christophe Hurlin |
| Loại≠ | Non-parametric bootstrap hypothesis test | Non-causality test for heterogeneous panels |
| Công trình gốc≠ | Kónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗ | Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗ |
| Tên gọi khác | Bootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik Testi | DH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik Testi |
| Liên quan | 3 | 3 |
| Tóm tắt≠ | 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 Dumitrescu-Hurlin (DH) test, introduced by Elena-Ivona Dumitrescu and Christophe Hurlin in their 2012 Economic Modelling article, tests for Granger non-causality in heterogeneous panel datasets. Unlike standard panel causality approaches, it permits each cross-sectional unit to have its own distinct causal relationship, making it well-suited for macro-panels of countries, firms, or regions where homogeneity cannot be assumed. |
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