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نموذج بيانات اللوحة الديناميكية لفورييه×اختبار حدود ARDL للبيانات المقطعية (Panel ARDL Bounds Test)×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة2004-20122001
صاحب الطريقةEnders & Lee (2012); Becker, Enders & Hurn (2004)Pesaran, Shin & Smith
النوعDynamic panel model with Fourier approximationBounds test for cointegration
المصدر التأسيسيEnders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599. DOI ↗Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326. DOI ↗
الأسماء البديلةFourier dynamic panel, Fourier DPDM, smooth break dynamic panel, trigonometric dynamic panelPanel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test
ذات صلة66
الملخصThe Fourier dynamic panel data model extends standard dynamic panel specifications by incorporating low-frequency trigonometric (Fourier) terms to flexibly capture smooth, gradual structural breaks or time-varying patterns in the data, without requiring knowledge of the exact number or timing of breaks.The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both.
ScholarGateمجموعة البيانات
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ScholarGateقارن الطرق: Fourier Dynamic Panel Data Model · Panel ARDL Bounds Test. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare