Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Test de Ruptura Estructural de Hausman× | Test de especificación de Hausman para datos de panel× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1978 (base); extended through 1990s–2000s | 1978 |
| Autor original≠ | Jerry A. Hausman (base test, 1978); structural break extension developed in panel econometrics literature | Jerry A. Hausman |
| Tipo | Specification test | Specification test |
| Fuente seminal | 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 ↗ |
| Alias | 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 |
| Relacionados | 5 | 5 |
| Resumen≠ | 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. |
| ScholarGateConjunto de datos ↗ |
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