方法对比
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| Dumitrescu-Hurlin面板格兰杰因果检验× | 格兰杰因果检验× | Pesaran CD检验：面板数据中的横截面依赖性诊断× | |
|---|---|---|---|
| 领域 | 计量经济学 | 计量经济学 | 计量经济学 |
| 方法族≠ | Hypothesis test | Regression model | Hypothesis test |
| 起源年份≠ | 2012 | 1969 | 2021 |
| 提出者≠ | Elena-Ivona Dumitrescu & Christophe Hurlin | Clive W. J. Granger | M. Hashem Pesaran |
| 类型≠ | Non-causality test for heterogeneous panels | Time-series predictive causality test | Non-parametric diagnostic test |
| 开创性文献≠ | Dumitrescu, E.-I., & Hurlin, C. (2012). Testing for Granger non-causality in heterogeneous panels. Economic Modelling, 29(4), 1450–1460. DOI ↗ | 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 ↗ |
| 别名 | DH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik Testi | 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 |
| 相关≠ | 3 | 5 | 3 |
| 摘要≠ | 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. | 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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