विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| Hatemi-J Cointegration Test× | एकीकरण परीक्षण (जोहानसन / एंगल-ग्रेंजर)× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार≠ | Hypothesis test | Regression model |
| उद्भव वर्ष≠ | 2008 | 1988 |
| प्रवर्तक≠ | Abdulnasser Hatemi-J | Engle & Granger (1987); Johansen (1988) |
| प्रकार≠ | Residual-based cointegration test with two structural breaks | Time-series cointegration test |
| मौलिक स्रोत≠ | 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. DOI ↗ | Johansen, S. (1988). Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics and Control, 12(2-3), 231-254. DOI ↗ |
| उपनाम | 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) |
| संबंधित≠ | 3 | 5 |
| सारांश≠ | 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). |
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