Comparer des méthodes

	Test de Hausman à paramètres variant dans le temps	Test de spécification de Hausman (FE vs RE)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1978 (Hausman); TVP extension developed through 1980s–2000s	1978
Auteur d'origine	Hausman (1978) specification test framework extended to time-varying parameter settings	Jerry A. Hausman
Type	Specification / endogeneity test	Specification test for panel data models
Source fondatrice	Hausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251-1271.	Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271.
Alias	TVP Hausman test, time-varying Hausman specification test, Hausman test with time-varying parameters, TVP endogeneity test	Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE)
Apparentées	3	5
Résumé	The time-varying parameter Hausman test extends Hausman's (1978) classic specification test to models whose coefficients are allowed to evolve over time. It compares an efficient estimator (e.g., OLS or GLS assuming constant parameters) with a consistent estimator from a time-varying parameter model, using the contrast between them to detect parameter instability or endogeneity in dynamic settings.	The Hausman test is a specification test, introduced by Jerry A. Hausman in 1978, that decides between the fixed-effects (FE) and random-effects (RE) estimators in panel data models. The null hypothesis is that the random-effects estimator is consistent and efficient and should be preferred; the alternative is that random effects is inconsistent and fixed effects is required because the unit-specific effects are correlated with the explanatory variables.