Kipimo cha Uko-na-uhusiano cha Hatemi-J chenye Mabadiliko Mawili ya Muundo
Kipimo cha uko-na-uhusiano cha Hatemi-J, kilichoanzishwa na Abdulnasser Hatemi-J mwaka 2008, hupima uhusiano wa muda mrefu wa usawa kati ya vipindi vya wakati vilivyounganishwa huku kikiruhusu hadi mapumziko mawili yasiyojulikana katika kiasi cha uko-na-uhusiano. Kinapanua mbinu za awali za mapumziko moja kwa kuruhusu vigezo vya mwingiliano na mteremko wa regression ya uko-na-uhusiano kubadilika katika vipindi viwili vya uhakika vilivyodhaminiwa kwa ndani, na kuifanya ifae sana kwa data za kiuchumi na kifedha zinazohusu vipindi vya mabadiliko makubwa ya kitaasisi au sera.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- 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 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). Hatemi-J Cointegration Test with Two Regime Shifts. ScholarGate. https://scholargate.app/sw/econometrics/hatemi-j-cointegration-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Kipimo cha ushirikiano (Johansen / Engle-Granger)Ekonometriki↔ compare
- Kipimo cha Gregory-Hansen cha Ukoataji na Mabadiliko ya mfumoEkonometriki↔ compare
- Lee-Strazicich TestEkonometriki↔ compare
Imerejelewa na
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