Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Test strukturálního zlomového Hausmanova typu× | Hausmanův panelový test× | |
|---|---|---|
| Obor | Ekonometrie | Ekonometrie |
| Rodina | Regression model | Regression model |
| Rok vzniku≠ | 1978 (base); extended through 1990s–2000s | 1978 |
| Tvůrce≠ | Jerry A. Hausman (base test, 1978); structural break extension developed in panel econometrics literature | Jerry A. Hausman |
| Typ | Specification test | Specification test |
| Původní zdroj | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ |
| Další názvy | Hausman test under structural change, structural change Hausman specification test, break-robust Hausman test, panel specification test with breaks | Hausman endogeneity test, Wu-Hausman test, fixed-vs-random effects test, Hausman chi-squared test |
| Příbuzné | 5 | 5 |
| Shrnutí≠ | The Structural Break Hausman Test extends the classical Hausman (1978) specification test to panel or time-series settings where the data-generating process shifts at one or more break points. By detecting structural breaks first and then running the Hausman comparison within each regime, researchers can reliably choose between fixed effects and random effects estimators even when the underlying relationship changes over time. | The Hausman specification test for panel data determines whether individual-specific effects are correlated with the regressors — a correlation that would make the random effects estimator inconsistent. A statistically significant result favours the fixed effects model; a non-significant result supports the more efficient random effects model. |
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