Skip to contentScholarGate
LibraryBookshelfDeskReview StudioAssistant
Sign in
Panel Toda-Yamamoto Causality/Evidence
Method evidence record

Panel Toda-Yamamoto Causality

The 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.

Sources recorded, not reviewed

Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Panel Toda-Yamamoto Granger Non-Causality Test
Taxonomic method record · regression-model / econometrics
  • Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250. · DOI 10.1016/0304-4076(94)01616-8
  • Konya, L. (2006). Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978-992. · DOI 10.1016/j.econmod.2006.04.008
Open full method

Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

No curated claims yet

This view does not invent a claim assessment when the ledger has none.

Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketGranger Causality Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Granger Causalitymachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Johansen Cointegrationmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel VECMmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketToda-Yamamoto causality testmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

Actions

Open method page
ScholarGate

A content-first reference library for research methods — what each one is, how it works, and where it comes from.

Open data (CC-BY)

Explore

  • Library
  • Search the library…
  • Browse by field
  • Fields
  • Journey
  • Compare
  • Which method?

Reference

  • Subjects
  • Atlas
  • Glossary
  • Methodology
  • Philosophy

Your tools

  • Bookshelf
  • Desk
  • Chat

Company

  • About
  • Pricing
  • Contact
  • Suggest a method

Entries are compiled from published sources for reference. Verifying the accuracy and suitability of any information for your own use remains your responsibility.

© 2026 ScholarGate · A research-method reference library
  • Privacy
  • Cookies
  • Terms
  • Delete account