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Hausmanov test strukturnog preloma×Test strukturnog preloma Života-Endruz (Zivot-Andrews Structural Break Test)×
OblastEkonometrijaEkonometrija
PorodicaRegression modelRegression model
Godina nastanka1978 (base); extended through 1990s–2000s1992
TvoracJerry A. Hausman (base test, 1978); structural break extension developed in panel econometrics literatureEric Zivot and Donald W. K. Andrews
TipSpecification testUnit root test with endogenous structural break
Temeljni izvorHausman, J. A. (1978). Specification tests in econometrics. Econometrica, 46(6), 1251–1271. DOI ↗Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270. DOI ↗
Drugi naziviHausman test under structural change, structural change Hausman specification test, break-robust Hausman test, panel specification test with breaksZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Srodne56
SažetakThe 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 Zivot-Andrews (ZA) test is a unit root test that endogenously identifies the most likely location of a single structural break in a time series. Unlike the standard ADF test, it does not require the researcher to pre-specify when the break occurred, making it robust to data-driven regime shifts such as policy changes, financial crises, or major economic events.
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ScholarGateUporedite metode: Structural Break Hausman Test · Zivot-Andrews Structural Break Test. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare