Fourier panel dataanalyse
Fourier panel dataanalyse indlejrer trigonometriske sinus- og cosinustermer i en standard panelregression for at approksimere glatte, gradvise strukturelle skift i den datagenererende proces. I stedet for at antage et skarpt brud på en kendt dato, lader Fourier-tilgangen dataene afsløre tidspunktet og formen for enhver strukturel ændring gennem en fleksibel trigonometrisk approksimation, samtidig med at paneldataenes tværsnits- og tidsseriestruktur bevares.
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Method map
The neighbourhood of related methods — select a node to explore.
Kilder
- Becker, R., Enders, W., & Lee, J. (2006). A stationary test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381-409. DOI: 10.1111/j.1467-9892.2006.00478.x ↗
- Nazlioglu, S., Gormus, A., & Soytas, U. (2016). Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. Energy Economics, 60, 168-175. DOI: 10.1016/j.eneco.2016.09.009 ↗
Sådan citerer du denne side
ScholarGate. (2026, June 3). Fourier-Approximation Panel Data Analysis. ScholarGate. https://scholargate.app/da/econometrics/fourier-panel-data-analysis
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.
- Fourier ARDL Bounds TestØkonometri↔ compare
- Fourier Granger-kausalitetstestØkonometri↔ compare
- PaneldataanalyseØkonometri↔ compare
- Panel Fixed Effects ModelØkonometri↔ compare
- Panel Random Effects ModelØkonometri↔ compare
- Strukturel brud paneldataanalyseØkonometri↔ compare
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