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Kónya Bootstrap Panel Granger Causality×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20062014
提出者László KónyaHsiao (textbook treatment); within transformation of panel data
类型Non-parametric bootstrap hypothesis testPanel data regression
开创性文献Kónya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978–992. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
别名Bootstrap Panel Causality Test, Kónya Panel Granger Causality, SUR-Based Bootstrap Causality, Kónya Önyükleme Nedensellik Testifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
相关35
摘要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 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: Kónya Bootstrap Causality · Panel Fixed Effects. 于 2026-06-19 检索自 https://scholargate.app/zh/compare