Mtihani wa Uhalali wa Granger wa Fourier Toda-Yamamoto
Mtihani wa uhalali wa Fourier Toda-Yamamoto (FTY) unapanua utaratibu wa kawaida wa Toda-Yamamoto kwa kuingiza vipengele vya trigonometric vya Fourier katika augmented VAR ili kukamata mabadiliko ya miundo laini, yanayoendelea katika sehemu ya uamuzi. Unahifadhi faida muhimu ya mbinu ya Toda-Yamamoto — uhalali wa Granger unaweza kupimwa bila kupimwa awali kwa mpangilio wa ujumuishi au ushirikiano — huku ukiboresha sana ukubwa na nguvu wakati mabadiliko yanapotokea.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- Yilanci, V., & Ozgur, O. (2019). Testing the Fourier Toda-Yamamoto causality test with an application to energy demand. Energy Economics, 84, 104498. link ↗
- 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 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 3). Fourier Toda-Yamamoto Granger Causality Test. ScholarGate. https://scholargate.app/sw/econometrics/fourier-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.
- Kipimo cha Granger CausalityEkonometriki↔ compare
- Kipimo cha Umuhimu cha Granger cha Toda-YamamotoEkonometriki↔ compare
- Muundo wa Uhusiano wa Kiotomatiki wa Vecta (VAR)Ekonometriki↔ compare
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