Comparer des méthodes

	Test de Hausman pour Rupture Structurelle	Modèle à effets aléatoires avec rupture structurelle
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1978 (base); extended through 1990s–2000s	1998–2000s
Auteur d'origine	Jerry A. Hausman (base test, 1978); structural break extension developed in panel econometrics literature	Bai & Perron (break detection); Baltagi (panel RE framework)
Type	Specification test	Panel regression with regime shifts
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	RE model with structural breaks, break-adjusted random effects, random effects break model, panel RE with regime shifts
Apparentées	5	5
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 random effects model extends standard panel RE estimation by allowing one or more breakpoints at which slope coefficients or error variances shift across time. It combines structural change detection (e.g., Bai-Perron) with the GLS-based random effects estimator, producing regime-specific parameter estimates while retaining the efficiency gains of pooling individual-level variation as random draws from a common distribution.