Regression modelEconometrics / time series
Uji Kausalitas Toda-Yamamoto Panel
Uji kausalitas Panel Toda-Yamamoto (PTY) memperluas pendekatan modifikasi Wald Toda-Yamamoto ke data panel, memungkinkan peneliti menguji non-kausalitas Granger di berbagai unit penampang tanpa memerlukan pra-uji kointegrasi atau memaksakan arah kausalitas umum pada semua unit.
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Method map
The neighbourhood of related methods — select a node to explore.
Sumber
- 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 ↗
Cara menyitasi halaman ini
ScholarGate. (2026, June 3). Panel Toda-Yamamoto Granger Non-Causality Test. ScholarGate. https://scholargate.app/id/econometrics/panel-toda-yamamoto-causality
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Uji Kausalitas GrangerEkonometrika↔ compare
- Uji Kausalitas Granger PanelEkonometrika↔ compare
- Uji Kointegrasi Panel JohansenEkonometrika↔ compare
- Model Koreksi Kesalahan Vektor Panel (Panel VECM)Ekonometrika↔ compare
- Uji Kausalitas Toda-YamamotoEkonometrika↔ compare
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