Testing for Granger Non-causality in Heterogeneous Panels

By Elena Dumitrescu, Christophe Hurlin. 2012

5,289 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a0209eb1dd4b607b6e7bf8234d52a0914ad26ab5

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In Economics and Econometrics

Citations in the corpus

Renewable Energy Use and Ecological Footprints Mitigation: Evidence from Selected South Asian Economies (2021, methodology): “The Z-bar statistic under the Dumitrescu–Hurlin [87] approach can be expressed as:”
Testing for Granger Causality in Panel Data (2017, methodology): “When the number of individuals in the panel is large, this option will result in a very long output. bootstrap requests p-values and critical values to be computed using a bootstrap procedure as proposed in section 6.2 of Dumitrescu and Hurlin (2012).”
Technology policy and environmental quality at crossroads: Designing SDG policies for select Asia Pacific countries (2020, methodology): “Finally, to focus on new insights for giving policy-level 11 propositions, we employed the rolling window heterogenous panel causality test (Dumitrescu 12 and Hurlin, 2012).”
Foreign direct investment, trade openness and economic growth in BRICS countries: evidences from panel data (2020, methodology): “The present study employs ARDL model for long-run and short-run relationship and Dumitrescu and Hurlin (2012) for causality relationship among the variables in BRICS countries.”
Growth impact of transition from non-renewable to renewable energy in the EU: The role of research and development expenditure (2020, methodology): “This study like other similar literature [16], adopt the Dumitrescu and Hurlin [31] heterogeneous panel causality test to discover the causal associations among the model variables.”
Determinants of the global and regional CO2 emissions: What causes what and where? (2019, methodology): “…the empirical direction of the causal relationship in this study is confirmed by the Dumitrescu-Hurlin (D-H) panel causality approach, which is proposed by Dumitrescu and Hurlin (2012) based on the individual Wald statistic of Granger (1969) noncausality averaged across the cross-section units.”