Módszerek összehasonlítása

	A Hatemi-J aszimmetrikus kauzalitási teszt	Hatemi-J kointegrációs teszt két rezsimváltással
Tudományterület	Ökonometria	Ökonometria
Módszercsalád	Hypothesis test	Hypothesis test
Keletkezés éve	2012	2008
Megalkotó	Abdulnasser Hatemi-J	Abdulnasser Hatemi-J
Típus	Nonlinear Granger causality test	Residual-based cointegration test with two structural breaks
Alapmű	Hatemi-J, A. (2012). Asymmetric causality tests with an application. Empirical Economics, 43(1), 447–456.	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.
Alternatív nevek	Hatemi-J Asymmetric Causality Test, Asymmetric Causality Test, Positive and Negative Causality Test, Asimetrik Nedensellik Testi	Hatemi-J Test, Two-Break Cointegration Test, Cointegration Test with Two Regime Shifts, Hatemi-J İki Kırılmalı Eşbütünleşme Testi
Kapcsolódó	3	3
Összefoglaló	The Hatemi-J asymmetric causality test, introduced by Abdulnasser Hatemi-J in 2012, extends the Granger causality framework to allow causal relationships between the positive and negative components of integrated time series to differ. By decomposing each series into cumulative positive and negative partial sums and embedding the Toda-Yamamoto approach within a VAR, the test enables researchers to distinguish whether positive shocks, negative shocks, or both drive causation between economic variables.	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.