Fourier ARDL Bounds Test
Fourier ARDL-bounds-testen udvider Pesaran-Shin-Smiths ramme for kointegration med trigonometriske (Fourier) led, der indfanger gradvise, glatte strukturelle brud i den datagenererende proces. Den tester for et langsigtet niveauforhold mellem variable uden at kræve, at forskeren på forhånd specificerer antallet, tidspunktet eller formen af strukturelle brud.
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Kilder
- Nazlioglu, S., Gormus, A., & Soytas, U. (2021). Oil prices and monetary policy in emerging markets: structural breaks, asymmetries, and Fourier approximations. Energy Economics, 95, 105119. link ↗
- 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: 10.1002/jae.616 ↗
Sådan citerer du denne side
ScholarGate. (2026, June 3). Fourier Autoregressive Distributed Lag Bounds Test. ScholarGate. https://scholargate.app/da/econometrics/fourier-ardl-bounds-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- ARDL-grænsetesten (Pesaran Bounds Test)Økonometri↔ compare
- Fourier Engle-Granger KointegrationstestØkonometri↔ compare
- Ikke-lineær ARDL (NARDL) ModelØkonometri↔ compare
- Strukturelt brud ARDL-grænsetestØkonometri↔ compare
- Vektorfejlkorrektionsmodel (VECM)Økonometri↔ compare
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