Võrdle meetodeid

	Hatemi-J asümmeetriline kausaalsustest	Granger'i põhjuslikkuse test
Valdkond	Ökonomeetria	Ökonomeetria
Perekond	Hypothesis test	Regression model
Tekkeaasta	2012	1969
Looja	Abdulnasser Hatemi-J	Clive W. J. Granger
Tüüp	Nonlinear Granger causality test	Time-series predictive causality test
Algallikas	Hatemi-J, A. (2012). Asymmetric causality tests with an application. Empirical Economics, 43(1), 447–456.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.
Rööpnimetused	Hatemi-J Asymmetric Causality Test, Asymmetric Causality Test, Positive and Negative Causality Test, Asimetrik Nedensellik Testi	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
Seotud	3	5
Kokkuvõte	The Hatemi-J asymmetric causality test, introduced by Abdulnasser Hatemi-J in 2012, extends the Granger causality framework to allow causal relationships between the positive and negative components of integrated time series to differ. By decomposing each series into cumulative positive and negative partial sums and embedding the Toda-Yamamoto approach within a VAR, the test enables researchers to distinguish whether positive shocks, negative shocks, or both drive causation between economic variables.	The Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictive sense rather than as a structural or physical cause.