Сравнение на методи

	Система от Фурие ГММ	Системна GMM оценка при структурни промени
Област	Иконометрия	Иконометрия
Семейство	Regression model	Regression model
Година на възникване	2000s–2010s	1998–2003
Създател	Blundell & Bond (System GMM, 1998); Fourier augmentation adapted from Gallant (1981) and Becker, Enders & Lee (2006)	Blundell & Bond (System GMM); Bai & Perron (structural break framework)
Тип	Dynamic panel GMM with Fourier smooth-break regressors	Dynamic panel estimator with regime change
Основополагащ източник	Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143.	Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143.
Други названия	Fourier System GMM, Fourier-augmented Blundell-Bond GMM, smooth-break system GMM, Fourier SGMM	System GMM with structural breaks, SB-SGMM, break-augmented System GMM, System GMM structural change estimator
Свързани	6	6
Резюме	Fourier system GMM embeds Fourier trigonometric terms into the System GMM estimator of Blundell and Bond (1998) to accommodate smooth, gradual structural breaks in dynamic panel data. By adding sine and cosine components as regressors, the estimator captures unknown, potentially multiple regime shifts without requiring prior knowledge of break dates, while preserving the instrument-based controls for endogeneity and individual fixed effects.	Structural Break System GMM extends the Blundell-Bond System GMM estimator for dynamic panel data by explicitly accounting for structural breaks — abrupt regime changes in slopes, intercepts, or dynamics — that, if ignored, bias the coefficient estimates and invalidate the moment conditions that underpin standard GMM inference.