Zapis dokaza metode

Hatemi-J Cointegration Test

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.

Sources recorded, not reviewed

Izvorni zapis

Citati kopirani doslovno iz izvornog zapisa metode. Ne impliciraju nikakvu provjeru na razini tvrdnje.

Hatemi-J Cointegration Test with Two Regime Shifts

Taksonomski zapis metode · hypothesis-test / econometrics

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 10.1007/s00181-007-0175-9

Otvori cijelu metodu

Uređene tvrdnje

Tvrdnje pohranjene u knjigu dokaza, svaka s vlastitom procjenom.

Nema uređenih tvrdnji

Ovaj prikaz ne izmišlja procjenu tvrdnje kada knjiga dokaza nema nijednu.

Povezane metode

Generirano iz grafa metode i prikazano kao strojno predložene relacije — ne implicira se nikakva tvrdnja dokaza.

Used in the same domainCointegration Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketGregory-Hansen Testmachine-suggested · Relational suggestion, not evidence.Same method familyLee-Strazicich Testmachine-suggested · Relational suggestion, not evidence.