مقایسهٔ روش‌ها

	آزمون فوریه هاسمن	آزمون علیت گرنجر
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2000s–2010s	1969
پدیدآور	Extends Hausman (1978) using Gallant's (1981) Fourier flexible functional form; applied in panel/time-series settings by Christopoulos & Leon-Ledesma (2004) and subsequent literature	Clive W. J. Granger
نوع	Specification / endogeneity test	Time-series predictive causality test
منبع بنیادین	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.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.
نام‌های دیگر	Fourier-Hausman endogeneity test, Fourier augmented Hausman test, nonlinear Hausman test, flexible Hausman specification test	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
مرتبط	5	5
خلاصه	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.	The Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictive sense rather than as a structural or physical cause.