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Maki Cointegration Test/Ushahidi
Rekodi ya ushahidi wa mbinu

Maki Cointegration Test

The Maki cointegration test extends cointegration testing to allow for an unknown number of endogenously-determined structural breaks in the cointegrating relationship. Introduced by Maki (2012), it builds on Gregory and Hansen (1996), enabling detection of cointegration even when relationships shift due to policy changes, institutional reforms, or fundamental regime shifts. This is essential for applied time-series work where structural change is common.

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Rekodi ya chanzo

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Maki Cointegration Test with Multiple Structural Breaks
Rekodi ya mbinu ya kiajenda · regression-model / econometrics
  • 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
  • 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
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Same method familyCS-ARDLmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel DF-GLSmachine-suggested · Relational suggestion, not evidence.Same method familyPanel KSSmachine-suggested · Relational suggestion, not evidence.

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