Zapis dokaza metode

Hatemi-J Asymmetric Causality

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.

Sources recorded, not reviewed

Izvorni zapis

Citati kopirani doslovno iz izvornog zapisa metode. Ne impliciraju nikakvu provjeru na razini tvrdnje.

Hatemi-J Asymmetric Causality Test

Taksonomski zapis metode · hypothesis-test / econometrics

Hatemi-J, A. (2012). Asymmetric causality tests with an application. Empirical Economics, 43(1), 447–456. · DOI 10.1007/s00181-011-0484-x

Otvori cijelu metodu

Uređene tvrdnje

Tvrdnje pohranjene u knjigu dokaza, svaka s vlastitom procjenom.

Nema uređenih tvrdnji

Ovaj prikaz ne izmišlja procjenu tvrdnje kada knjiga dokaza nema nijednu.

Povezane metode

Generirano iz grafa metode i prikazano kao strojno predložene relacije — ne implicira se nikakva tvrdnja dokaza.

Used in the same domainGranger Causalitymachine-suggested · Relational suggestion, not evidence.Same method familyHatemi-J Cointegration Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketToda-Yamamoto Causalitymachine-suggested · Relational suggestion, not evidence.