So sánh phương pháp

	Kiểm định Nhân quả Bảng Toda-Yamamoto	Kiểm định nhân quả Toda-Yamamoto
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1995 (panel extension from 2006)	1995
Người khởi xướng	Toda & Yamamoto (1995); extended to panel settings by Konya (2006) and others	Toda, H. Y. and Yamamoto, T.
Loại	Causality test (non-causality hypothesis)	Causality test
Công trình gốc	Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250.	Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250.
Tên gọi khác	Panel TY causality test, Toda-Yamamoto panel causality, panel modified Wald causality test, panel MWALD causality	Toda-Yamamoto test, TY causality test, modified Wald test for Granger causality, TY-MWALD
Liên quan	5	5
Tóm tắt	The Panel Toda-Yamamoto (PTY) causality test extends the Toda-Yamamoto modified Wald approach to panel data, allowing researchers to test Granger non-causality across multiple cross-sectional units without requiring pre-testing for cointegration or imposing a common causality direction on all units.	The Toda-Yamamoto (TY) causality test is a modified Wald procedure for testing Granger causality in vector autoregressions (VARs) estimated in levels, even when variables are nonstationary or cointegrated. By intentionally over-fitting the VAR with extra lags equal to the maximum integration order, it restores the standard chi-squared asymptotic distribution of the Wald statistic without requiring prior unit-root or cointegration pretesting.