পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| ডোলান্ডো-লুটকেপোল গ্র্যাঞ্জার কজালিটি টেস্ট× | ভেক্টর অটো রিগ্রেশন (VAR) মডেল× | |
|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি |
| পরিবার≠ | Hypothesis test | Regression model |
| উদ্ভবের বছর≠ | 1996 | 2005 |
| প্রবর্তক≠ | Juan Dolado & Helmut Lütkepohl | Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition |
| ধরন≠ | Modified Wald test for Granger causality in possibly integrated or cointegrated VAR systems | Multivariate time-series model |
| মৌলিক উৎস≠ | Dolado, J. J., & Lütkepohl, H. (1996). Making Wald tests work for cointegrated VAR systems. Econometric Reviews, 15(4), 369–386. DOI ↗ | Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗ |
| অপর নাম | DL Causality Test, Modified Wald Causality Test, Augmented VAR Causality Test, Dolado-Lütkepohl Testi | vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon |
| সম্পর্কিত≠ | 2 | 4 |
| সারসংক্ষেপ≠ | The Dolado-Lütkepohl (DL) test, introduced by Dolado and Lütkepohl (1996), is a modified Wald procedure for testing Granger causality in vector autoregressive (VAR) systems whose variables may be integrated or cointegrated. By fitting a VAR of slightly higher order than necessary and restricting the Wald statistic to the first p lag blocks, the test recovers the standard chi-squared limiting distribution without requiring pre-testing for cointegration or transformation to error-correction form. | Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005). |
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