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| Hausman-test för strukturella brott× | Zivot-Andrews strukturbrottest× | |
|---|---|---|
| Ämnesområde | Ekonometri | Ekonometri |
| Familj | Regression model | Regression model |
| Ursprungsår≠ | 1978 (base); extended through 1990s–2000s | 1992 |
| Upphovsperson≠ | Jerry A. Hausman (base test, 1978); structural break extension developed in panel econometrics literature | Eric Zivot and Donald W. K. Andrews |
| Typ≠ | Specification test | Unit root test with endogenous structural break |
| Ursprungskälla≠ | Hausman, 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 ↗ |
| Alias | Hausman test under structural change, structural change Hausman specification test, break-robust Hausman test, panel specification test with breaks | ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test |
| Närliggande≠ | 5 | 6 |
| Sammanfattning≠ | The 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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