Fourier Hausman-test
Fourier Hausman-testen udvider den klassiske Hausman-test for endogenitet ved at supplere regressionen med Fourier trigonometriske termer — sinus og cosinus af tid — så testen forbliver gyldig, selv når datagenereringsprocessen indeholder glatte strukturelle brud eller gradvise ikke-lineariteter, som konventionelle lineære specifikationer overser.
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Method map
The neighbourhood of related methods — select a node to explore.
Kilder
- Christopoulos, D. K., & Leon-Ledesma, M. A. (2004). Current account sustainability in the US: What do we really know about it? Journal of International Money and Finance, 23(5), 821–840. DOI: 10.2139/ssrn.596862 ↗
- Gallant, A. R. (1981). On the bias in flexible functional forms and an essentially unbiased form: The Fourier flexible form. Journal of Econometrics, 15(2), 211–245. DOI: 10.1016/0304-4076(81)90115-9 ↗
Sådan citerer du denne side
ScholarGate. (2026, June 3). Fourier Flexible Form Hausman Endogeneity Test. ScholarGate. https://scholargate.app/da/econometrics/fourier-hausman-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.
- Tostrins regressionsanalyse (2SLS / IV)Økonometri↔ compare
- Kointegrationstest (Johansen / Engle-Granger)Økonometri↔ compare
- Granger-kausalitetstestØkonometri↔ compare
- Hausman-specifikationstesten (FE vs RE)Økonometri↔ compare
- Instrumentalvariabel (IV) Metoden til Kausal InferensSundhedsøkonomi↔ compare
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