So sánh phương pháp

	Kiểm định nhân quả Granger	Kiểm định đồng tích hợp (Johansen / Engle-Granger)
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1969	1988
Người khởi xướng	Clive W. J. Granger	Engle & Granger (1987); Johansen (1988)
Loại	Time-series predictive causality test	Time-series cointegration test
Công trình gốc	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.	Johansen, S. (1988). Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics and Control, 12(2-3), 231-254.
Tên gọi khác	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi	Johansen cointegration test, Engle-Granger cointegration test, long-run equilibrium test, Eşbütünleşme Testi (Johansen/Engle-Granger)
Liên quan	5	5
Tóm tắt	The Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictive sense rather than as a structural or physical cause.	The cointegration test examines whether non-stationary time series that each contain a unit root share a stable long-run equilibrium relationship. The single-equation residual approach was introduced by Engle and Granger (1987) and the system-based rank approach by Johansen (1988).