Porovnat metody

	Test kointegrace Hatemi-J se dvěma posuny režimu	Test kointegrace Gregory-Hansen s posunem režimu
Obor	Ekonometrie	Ekonometrie
Rodina	Hypothesis test	Hypothesis test
Rok vzniku	2008	1996
Tvůrce	Abdulnasser Hatemi-J	Allan Gregory & Bruce Hansen
Typ	Residual-based cointegration test with two structural breaks	Residual-based structural break cointegration test
Původní zdroj	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.	Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99–126.
Další názvy	Hatemi-J Test, Two-Break Cointegration Test, Cointegration Test with Two Regime Shifts, Hatemi-J İki Kırılmalı Eşbütünleşme Testi	GH Cointegration Test, Gregory-Hansen Regime Shift Test, Residual-Based Cointegration Test with Structural Break, Rejim Değişimli Koentegrasyon Testi
Příbuzné	3	3
Shrnutí	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 Gregory-Hansen test, introduced by Allan Gregory and Bruce Hansen in 1996, extends the standard Engle-Granger cointegration framework to allow for a single unknown structural break in the cointegrating relationship. It is designed for researchers who suspect that the long-run equilibrium between integrated variables may have shifted at some point during the sample period, and who wish to test for cointegration without presupposing the break date.