Comparer des méthodes

	Test de Hausman pour Rupture Structurelle	Modèle à effets fixes avec rupture structurelle
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1978 (base); extended through 1990s–2000s	1998 (Bai-Perron); FE estimator classical
Auteur d'origine	Jerry A. Hausman (base test, 1978); structural break extension developed in panel econometrics literature	Bai & Perron (structural break testing); Mundlak / within-group estimator tradition
Type	Specification test	Panel regression with regime change
Source fondatrice	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.
Alias	Hausman test under structural change, structural change Hausman specification test, break-robust Hausman test, panel specification test with breaks	FE model with structural breaks, break-adjusted fixed effects, panel fixed effects with regime shifts, structural change fixed effects estimator
Apparentées	5	6
Résumé	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 structural break fixed effects model extends the standard within-group (FE) panel estimator by allowing the slope coefficients to shift at one or more detected break dates. Each unit's unobserved time-invariant heterogeneity is still removed by demeaning, but separate coefficient regimes are estimated for each sub-period, capturing policy shifts, crises, or technological transitions that would otherwise bias a single-regime FE estimate.