Compară metode

	Testul Hausman Fourier	Hausman Test
Domeniu	Econometrie	Econometrie
Familie	Regression model	Regression model
Anul apariției	2000s–2010s	1978
Autorul original	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
Tip	Specification / endogeneity test	Specification test for panel data models
Sursa seminală	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.
Denumiri alternative	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)
Înrudite	5	5
Rezumat	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.