Jaribio la Muundo wa Toda-Yamamoto wa Kusababisha
Jaribio la uvunjaji muundo wa Toda-Yamamoto linapanua utaratibu wa kawaida wa modified Wald (MWALD) wa Toda-Yamamoto ili kukabiliana na uvunjaji mmoja au zaidi wa muundo katika mfululizo wa wakati. Kwa kutambua tarehe za uvunjaji kwanza na kisha kujumuisha vigezo bandia katika VAR iliyoongezwa, jaribio huhifadhi usambazaji wake halali wa asymptotic wa chi-squared bila kujali mpangilio wa ujumuishaji au ushirikiano wa vigezo, hata mbele ya mabadiliko ya utawala.
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
- 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 ↗
- Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business and Economic Statistics, 10(3), 251-270. DOI: 10.1080/07350015.1992.10509904 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 3). Toda-Yamamoto Causality Test with Structural Breaks. ScholarGate. https://scholargate.app/sw/econometrics/structural-break-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.
- Jaribio la Uasababishi wa GrangerEkonometriki↔ compare
- Uchanganuzi wa Ugaidi wa Granger wa Vunja MuundoEkonometriki↔ compare
- Muundo wa Kielelezo cha Mapumziko ya Muundo (Structural Break VAR Model)Ekonometriki↔ compare
- Kipimo cha Utafiti wa Kiasababishi cha Toda-YamamotoEkonometriki↔ compare
- Ubora wa Utegemezi wa Viga (VAR)Ekonometriki↔ compare
- Kipimo cha Zivot-Andrews cha Mapumziko ya KiunziEkonometriki↔ compare
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