Fourier Nonlinear ARDL (Fourier NARDL)
Fourier NARDL udvider Nonlinear ARDL (NARDL) grænsetestrammen ved at tilføje Fourier trigonometriske led til fejlkorrektionsligningen, hvilket gør det muligt for modellen at fange glatte, gradvise strukturelle brud i den langsigtede relation uden at kræve, at forskeren kender eller specificerer bruddatoen på forhånd.
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Method map
The neighbourhood of related methods — select a node to explore.
Kilder
- Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer. link ↗
- Becker, R., Enders, W., & Lee, J. (2006). A stationarity test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381–409. link ↗
Sådan citerer du denne side
ScholarGate. (2026, June 3). Fourier Nonlinear Autoregressive Distributed Lag Model. ScholarGate. https://scholargate.app/da/econometrics/fourier-nardl
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.
- Arellano-Bond GMM-estimatorØkonometri↔ compare
- Fourier ARDL Bounds TestØkonometri↔ compare
- Fourier Engle-Granger KointegrationstestØkonometri↔ compare
- Fourier Granger-kausalitetstestØkonometri↔ compare
- Ikke-lineær ARDL (NARDL) ModelØkonometri↔ compare
- Vektorfejlkorrektionsmodel (VECM)Økonometri↔ compare
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