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اختبار تودا-ياماموتو السببي للبيانات اللوحية×اختبار سببية غرانجر×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة1995 (panel extension from 2006)1969
صاحب الطريقةToda & Yamamoto (1995); extended to panel settings by Konya (2006) and othersClive W. J. Granger
النوعCausality test (non-causality hypothesis)Causality test (F-test on VAR)
المصدر التأسيسيToda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250. DOI ↗Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424–438. DOI ↗
الأسماء البديلةPanel TY causality test, Toda-Yamamoto panel causality, panel modified Wald causality test, panel MWALD causalityGranger test, GC test, predictive causality test, Granger non-causality test
ذات صلة55
الملخصThe Panel Toda-Yamamoto (PTY) causality test extends the Toda-Yamamoto modified Wald approach to panel data, allowing researchers to test Granger non-causality across multiple cross-sectional units without requiring pre-testing for cointegration or imposing a common causality direction on all units.The Granger causality test is a statistical hypothesis test that determines whether past values of one time series help predict future values of another, beyond what that series' own past already explains. Introduced by Clive Granger in 1969, it is the standard approach for assessing predictive causality in VAR-based time-series analysis.
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  3. PUBLISHED

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ScholarGateقارن الطرق: Panel Toda-Yamamoto Causality · Granger Causality Test. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare