手法を比較

	フーリエ・ハウスマン検定	ハウスマンの仕様検定（固定効果モデル vs. 混合効果モデル）
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	2000s–2010s	1978
提唱者	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	Jerry A. Hausman
種類	Specification / endogeneity test	Specification test for panel data models
原典	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.	Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271.
別名	Fourier-Hausman endogeneity test, Fourier augmented Hausman test, nonlinear Hausman test, flexible Hausman specification test	Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE)
関連	5	5
概要	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 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.