পদ্ধতির তুলনা করুন

	দুটি শাসনতান্ত্রিক পরিবর্তনসহ হাতেমি-জে কয়েন্ট্রিগ্রেশন পরীক্ষা	কয়েন্ট্রিগ্রেশন টেস্ট (জোহানসেন / এঙ্গেল-গ্র্যাঞ্জার)
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Hypothesis test	Regression model
উদ্ভবের বছর	2008	1988
প্রবর্তক	Abdulnasser Hatemi-J	Engle & Granger (1987); Johansen (1988)
ধরন	Residual-based cointegration test with two structural breaks	Time-series cointegration test
মৌলিক উৎস	Hatemi-J, A. (2008). Tests for cointegration with two unknown regime shifts with an application to financial market integration. Empirical Economics, 35(3), 497–505.	Johansen, S. (1988). Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics and Control, 12(2-3), 231-254.
অপর নাম	Hatemi-J Test, Two-Break Cointegration Test, Cointegration Test with Two Regime Shifts, Hatemi-J İki Kırılmalı Eşbütünleşme Testi	Johansen cointegration test, Engle-Granger cointegration test, long-run equilibrium test, Eşbütünleşme Testi (Johansen/Engle-Granger)
সম্পর্কিত	3	5
সারসংক্ষেপ	The Hatemi-J cointegration test, introduced by Abdulnasser Hatemi-J in 2008, tests for a long-run equilibrium relationship between integrated time series while allowing for up to two unknown structural breaks in the cointegrating vector. It extends earlier single-break approaches by permitting both the intercept and slope coefficients of the cointegrating regression to shift at two endogenously determined breakpoints, making it particularly suited for economic and financial data spanning periods of major institutional or policy change.	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).