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Jaribio la Fourier Hausman

Jaribio la Fourier Hausman linaongeza jaribio la kawaida la Hausman la endojenia kwa kuongeza urejeshaji na vigezo vya trigonometria vya Fourier — sine na kosine za muda — ili jaribio libaki halali hata kama mchakato wa kuzalisha data una mabadiliko laini ya kimuundo au kutokuwa na mstari wa taratibu ambao vipimo vya kawaida vya mstari hukosa.

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Vyanzo

  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

Jinsi ya kunukuu ukurasa huu

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

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ScholarGateFourier Hausman test (Fourier Flexible Form Hausman Endogeneity Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/fourier-hausman-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026