Kipimo cha Utafiti wa Kiasababishi cha Toda-Yamamoto
Kipimo cha utafiti wa Kiasababishi cha Toda-Yamamoto (TY) ni utaratibu uliorekebishwa wa Wald kwa ajili ya kupima uhusiano wa Kiasababishi cha Granger katika uamuzi wa nyuma wa data (VARs) uliokadiriwa katika viwango, hata pale ambapo vigezo havina utulivu au vimeunganishwa. Kwa kizembe kuongeza VAR na viwango vya ziada sawa na mpangilio wa juu zaidi wa ujumuishi, kinarejesha usambazaji wa kawaida wa chi-squared wa takwimu za Wald bila kuhitaji upimaji wa awali wa mizizi ya umoja au muunganisho.
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Method map
The neighbourhood of related methods — select a node to explore.
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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 ↗
- Dolado, J. J., & Lütkepohl, H. (1996). Making Wald tests work for cointegrated VAR systems. Econometric Reviews, 15(4), 369-386. DOI: 10.1080/07474939608800362 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 3). Toda-Yamamoto Modified Wald Causality Test. ScholarGate. https://scholargate.app/sw/econometrics/toda-yamamoto-causality-test
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.
- Mfumo wa ARIMA (Autoregressive Integrated Moving Average)Ekonometriki↔ compare
- Kipimo cha Mizizi ya Muungano cha Augmented Dickey-Fuller (ADF)Ekonometriki↔ compare
- Jaribio la Uasababishi wa GrangerEkonometriki↔ compare
- Ubora wa Utegemezi wa Viga (VAR)Ekonometriki↔ compare
- Kielelezo cha Usahihishaji wa Hitilafu wa Kielekezi (VECM)Ekonometriki↔ compare
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