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Dumitrescu-Hurlin面板格兰杰因果检验×面板数据固定效应模型×
领域计量经济学计量经济学
方法族Hypothesis testRegression model
起源年份20122014
提出者Elena-Ivona Dumitrescu & Christophe HurlinHsiao (textbook treatment); within transformation of panel data
类型Non-causality test for heterogeneous panelsPanel data regression
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 ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
别名DH Causality Test, Panel Granger Causality Test (Heterogeneous), Dumitrescu-Hurlin Test, Heterojen Panel Nedensellik Testifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
相关35
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 Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGate方法对比: Dumitrescu-Hurlin Causality · Panel Fixed Effects. 于 2026-06-18 检索自 https://scholargate.app/zh/compare