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.
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
- 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
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 Uko-na-uhusiano cha Hatemi-J chenye Mabadiliko Mawili ya MuundoEkonometriki↔ compare
- Kipimo cha Umuhimu cha Granger cha Toda-YamamotoEkonometriki↔ compare
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