Methoden vergleichen
Prüfen Sie die ausgewählten Methoden nebeneinander; abweichende Zeilen sind hervorgehoben.
| Hausman Test× | Panel-Kointegrationstests (Pedroni, Kao, Westerlund)× | Paneldaten-Fixed-Effects-Modell× | |
|---|---|---|---|
| Fachgebiet | Ökonometrie | Ökonometrie | Ökonometrie |
| Familie | Regression model | Regression model | Regression model |
| Entstehungsjahr≠ | 1978 | 2004 | 2014 |
| Urheber≠ | Jerry A. Hausman | Pedroni; Kao; Westerlund | Hsiao (textbook treatment); within transformation of panel data |
| Typ≠ | Specification test for panel data models | Panel cointegration test | Panel data regression |
| Wegweisende Quelle≠ | Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗ | Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Aliasnamen≠ | Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE) | Pedroni cointegration test, Kao cointegration test, Westerlund cointegration test, panel long-run equilibrium tests | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Verwandt≠ | 5 | 3 | 5 |
| Zusammenfassung≠ | The Hausman test is a specification test, introduced by Jerry A. Hausman in 1978, that decides between the fixed-effects (FE) and random-effects (RE) estimators in panel data models. The null hypothesis is that the random-effects estimator is consistent and efficient and should be preferred; the alternative is that random effects is inconsistent and fixed effects is required because the unit-specific effects are correlated with the explanatory variables. | Panel cointegration tests check whether a set of integrated variables share a stable long-run equilibrium relationship across a panel of cross-sectional units. Pedroni (1999, 2004) provides heterogeneous-panel tests with seven statistics, Kao (1999) gives an ADF-based homogeneous-panel test, and Westerlund (2007) adds error-correction-based tests robust to structural breaks and cross-sectional dependence. | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
| ScholarGateDatensatz ↗ |
|
|
|