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Fourier Hausman test/Evidence
Method evidence record

Fourier Hausman test

The Fourier Hausman test extends the classical Hausman endogeneity test by augmenting the regression with Fourier trigonometric terms — sines and cosines of time — so that the test remains valid even when the data-generating process contains smooth structural breaks or gradual nonlinearities that conventional linear specifications miss.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Fourier Flexible Form Hausman Endogeneity Test
Taxonomic method record · regression-model / econometrics
  • 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
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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method family2SLS Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyCointegration Testmachine-suggested · Relational suggestion, not evidence.Same method familyGranger Causalitymachine-suggested · Relational suggestion, not evidence.Same method familyHausman Testmachine-suggested · Relational suggestion, not evidence.See alsoInstrumental Variables in Health Researchmachine-suggested · Relational suggestion, not evidence.

Evidence status

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Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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