Linganisha mbinu

	Jaribio la Usanifu wa Hausman (FE dhidi ya RE)	Vipimo vya Kointergesheni ya Paneli (Pedroni, Kao, Westerlund)	Kielelezo cha Athari Zilizowekwa za Data ya Paneli
Nyanja	Ekonometriki	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model	Regression model
Mwaka wa asili	1978	2004	2014
Mwanzilishi	Jerry A. Hausman	Pedroni; Kao; Westerlund	Hsiao (textbook treatment); within transformation of panel data
Aina	Specification test for panel data models	Panel cointegration test	Panel data regression
Chanzo asilia	Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271.	Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625.	Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press.
Majina mbadala	Hausman specification test, FE vs RE test, Durbin-Wu-Hausman test, Hausman Spesifikasyon Testi (FE vs RE)	Pedroni cointegration test, Kao cointegration test, Westerlund cointegration test, panel long-run equilibrium tests	fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Zinazohusiana	5	3	5
Muhtasari	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.	Panel cointegration tests check whether a set of integrated variables share a stable long-run equilibrium relationship across a panel of cross-sectional units. Pedroni (1999, 2004) provides heterogeneous-panel tests with seven statistics, Kao (1999) gives an ADF-based homogeneous-panel test, and Westerlund (2007) adds error-correction-based tests robust to structural breaks and cross-sectional dependence.	The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).