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Kipimo cha Hatemi-J cha Umahiri Usiofanana (Hatemi-J Asymmetric Causality Test)

Kipimo cha Hatemi-J cha umahiri usiofanana, kilichoanzishwa na Abdulnasser Hatemi-J mwaka 2012, kinapanua mfumo wa umahiri wa Granger ili kuruhusu mahusiano ya kisababishi kati ya vipengele chanya na hasi vya mfululizo wa nyakati uliojumuishwa kutofautiana. Kwa kugawanya kila mfululizo katika jumla za sehemu chanya na hasi zilizokusanywa na kuunganisha mbinu ya Toda-Yamamoto ndani ya VAR, kipimo hiki huwezesha watafiti kutofautisha kama mshtuko chanya, mshtuko hasi, au vyote viwili vinasababisha uhusiano kati ya vigezo vya kiuchumi.

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Kipimo cha Hatemi-J cha Umahiri Usiofanana (Hatemi-J Asymmetric Causality Test)
Kipimo cha Granger Causa…Kipimo cha Uko-na-uhusia…Kipimo cha Umuhimu cha G…

Vyanzo

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

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Hatemi-J Asymmetric Causality Test. ScholarGate. https://scholargate.app/sw/econometrics/hatemi-j-asymmetric-causality

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ScholarGateHatemi-J Asymmetric Causality (Hatemi-J Asymmetric Causality Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/hatemi-j-asymmetric-causality · Seti ya data: https://doi.org/10.5281/zenodo.20539026