Regression modelEconometrics / time series

Furierov Hausmanov test

Furierov Hausmanov test proširuje klasični Hausmanov test za endogenost dodavanjem regresiji Furierovih trigonometrijskih članova — sinusa i kosinusa vremena — tako da test ostaje validan čak i kada proces generisanja podataka sadrži glatke strukturne promene ili postepene nelinearnosti koje konvencionalne linearne specifikacije propuštaju.

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Izvori

  1. 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. DOI: 10.2139/ssrn.596862
  2. Gallant, A. R. (1981). On the bias in flexible functional forms and an essentially unbiased form: The Fourier flexible form. Journal of Econometrics, 15(2), 211–245. DOI: 10.1016/0304-4076(81)90115-9

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Fourier Flexible Form Hausman Endogeneity Test. ScholarGate. https://scholargate.app/sr/econometrics/fourier-hausman-test

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ScholarGateFourier Hausman test (Fourier Flexible Form Hausman Endogeneity Test). Preuzeto 2026-06-15 sa https://scholargate.app/sr/econometrics/fourier-hausman-test · Skup podataka: https://doi.org/10.5281/zenodo.20539026