পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| সময়-পরিবর্তনশীল প্যারামিটার টোডা-ইয়ামামোতো কার্যকারণ× | ভেক্টর অটো রিগ্রেশন (VAR) মডেল× | |
|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি |
| পরিবার | Regression model | Regression model |
| উদ্ভবের বছর≠ | 1995 (base); TVP variant emerged early 2000s–2010s | 2005 |
| প্রবর্তক≠ | Toda & Yamamoto (1995); TVP extension by subsequent applied econometricians | Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition |
| ধরন≠ | Causality test (time-varying) | Multivariate time-series model |
| মৌলিক উৎস≠ | Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250. DOI ↗ | Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗ |
| অপর নাম | TVP-TY causality, time-varying Toda-Yamamoto, TVP Granger causality (Toda-Yamamoto), rolling/recursive Toda-Yamamoto causality | vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon |
| সম্পর্কিত≠ | 3 | 4 |
| সারসংক্ষেপ≠ | The TVP Toda-Yamamoto causality test combines Toda and Yamamoto's (1995) augmented VAR approach — which handles possibly integrated or cointegrated series without pre-testing for unit roots — with time-varying parameters, allowing causal relationships between variables to shift across different periods rather than remaining fixed throughout the sample. | 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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