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| Kipimo cha Hatemi-J cha Umahiri Usiofanana (Hatemi-J Asymmetric Causality Test)× | Kipimo cha Uko-na-uhusiano cha Hatemi-J chenye Mabadiliko Mawili ya Muundo× | |
|---|---|---|
| Nyanja | Ekonometriki | Ekonometriki |
| Familia | Hypothesis test | Hypothesis test |
| Mwaka wa asili≠ | 2012 | 2008 |
| Mwanzilishi | Abdulnasser Hatemi-J | Abdulnasser Hatemi-J |
| Aina≠ | Nonlinear Granger causality test | Residual-based cointegration test with two structural breaks |
| Chanzo asilia≠ | Hatemi-J, A. (2012). Asymmetric causality tests with an application. Empirical Economics, 43(1), 447–456. DOI ↗ | 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 ↗ |
| Majina mbadala | 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 |
| Zinazohusiana | 3 | 3 |
| Muhtasari≠ | 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. |
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