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Ujian Fourier Hausman×Ujian Spesifikasi Hausman (FE lwn RE)×
BidangEkonometrikEkonometrik
KeluargaRegression modelRegression model
Tahun asal2000s–2010s1978
PengasasExtends Hausman (1978) using Gallant's (1981) Fourier flexible functional form; applied in panel/time-series settings by Christopoulos & Leon-Ledesma (2004) and subsequent literatureJerry A. Hausman
JenisSpecification / endogeneity testSpecification test for panel data models
Sumber perintisChristopoulos, 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. DOI ↗Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. DOI ↗
AliasFourier-Hausman endogeneity test, Fourier augmented Hausman test, nonlinear Hausman test, flexible Hausman specification testHausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE)
Berkaitan55
RingkasanThe 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.
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ScholarGateBandingkan kaedah: Fourier Hausman test · Hausman Test. Dicapai 2026-06-18 daripada https://scholargate.app/ms/compare