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Hypothesis testCointegration

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.

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Kipimo cha Uko-na-uhusiano cha Hatemi-J chenye Mabadiliko Mawili ya Muundo
Kipimo cha ushirikiano (…Kipimo cha Gregory-Hanse…Lee-Strazicich TestKipimo cha Hatemi-J cha…

Vyanzo

  1. 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

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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.

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Imerejelewa na

ScholarGateHatemi-J Cointegration Test (Hatemi-J Cointegration Test with Two Regime Shifts). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/hatemi-j-cointegration-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026