ScholarGate
Msaidizi
Hypothesis testCausality

Kipimo cha Hiemstra-Jones cha Uwakilishi Usio na Mstari

Kipimo cha Hiemstra-Jones, kilichoanzishwa mwaka 1994, ni utaratibu usio wa kinyama kwa ajili ya kugundua mahusiano ya kisababishi yasiyo na mstari kati ya mfululizo miwili ya wakati baada ya kuondoa utegemezi wao wa mstari. Kikiendelezwa katika muktadha wa mienendo ya bei ya hisa na kiwango cha biashara, kinapanua mfumo wa kawaida wa uwakilishi wa Granger kwa kutumia takwimu za muunganisho wa uhusiano ili kugundua utabirifu unaotokana na mifumo isiyo na mstari ambayo mifumo ya mstari ya VAR haiwezi kuiteka.

Tumia kupitia EconMindHivi karibuniVideoHivi karibuniDownload slides

Soma mbinu kamili

Kwa wanachama pekee

Ingia kwa akaunti ya bure ili kusoma sehemu hii.

Ingia

Method map

The neighbourhood of related methods — select a node to explore.

Kipimo cha Hiemstra-Jones cha Uwakilishi Usio na Mstari
Convergent Cross Mapping…Kipimo cha Granger Causa…Transfer Entropy

Vyanzo

  1. Hiemstra, C., & Jones, J. D. (1994). Testing for linear and nonlinear Granger causality in the stock price-volume relation. The Journal of Finance, 49(5), 1639–1664. DOI: 10.1111/j.1540-6261.1994.tb04776.x

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Hiemstra-Jones Nonlinear Granger Causality Test. ScholarGate. https://scholargate.app/sw/econometrics/hiemstra-jones-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.

Compare side by side
ScholarGateHiemstra-Jones Causality (Hiemstra-Jones Nonlinear Granger Causality Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/hiemstra-jones-causality · Seti ya data: https://doi.org/10.5281/zenodo.20539026