Fourier Random Effects Model
Fourier Random Effects Modellen udvider den standard random effects panel-estimator ved at inkorporere trigonometriske (Fourier) led til at approksimere glatte, gradvise strukturelle ændringer i tidstrends eller intercepts. Den bevarer GLS-effektivitetsfordelene ved random effects-estimatoren, samtidig med at den tillader parametre at skifte kontinuerligt over tid uden at kræve kendskab til præcise brudsdatoer.
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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 ↗
- Enders, W., & Lee, J. (2012). The flexible Fourier form and Dickey-Fuller type unit root tests. Economics Letters, 117(1), 196-199. DOI: 10.1016/j.econlet.2012.04.081 ↗
Sådan citerer du denne side
ScholarGate. (2026, June 3). Fourier Flexible Form Random Effects Panel Model. ScholarGate. https://scholargate.app/da/econometrics/fourier-random-effects-model
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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.
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- Tidsvarierende parameterrandom effects-modelØkonometri↔ compare
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