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Regression modelUnit-root test

Jaribio la Maki la Ushirikiano

Jaribio la Maki la ushirikiano (cointegration) hupanua upimaji wa ushirikiano ili kuruhusu idadi isiyojulikana ya mabadiliko ya kimuundo yanayoamuliwa ndani (endogenously-determined structural breaks) katika uhusiano wa ushirikiano. Lililoanzishwa na Maki (2012), linajengwa juu ya Gregory na Hansen (1996), likiwezesha kugundua ushirikiano hata pale ambapo mahusiano hubadilika kutokana na mabadiliko ya sera, marekebisho ya kitaasisi, au mabadiliko ya kimsingi ya utawala. Hili ni muhimu kwa kazi ya mfululizo wa muda inayotumika ambapo mabadiliko ya kimuundo ni ya kawaida.

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Jaribio la Maki la Ushirikiano
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Vyanzo

  1. Maki, D. (2012). Tests for cointegration allowing for an unknown number of breaks. Economic Modelling, 29(5), 2011-2015. DOI: 10.1016/j.econmod.2012.04.022
  2. Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99-126. DOI: 10.1016/0304-4076(69)41685-7

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Maki Cointegration Test with Multiple Structural Breaks. ScholarGate. https://scholargate.app/sw/econometrics/maki-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

ScholarGateMaki Cointegration Test (Maki Cointegration Test with Multiple Structural Breaks). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/maki-cointegration-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026