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Regression modelEconometrics / time series

Fourier VECM (Fourier VECM)

Fourier VECM udvider den klassiske vektorfejlkorrektionsmodel (VECM) med trigonometriske led med lav frekvens — sinus- og cosinuskomponenter — for at indfange jævn, gradvis strukturel ændring i kointegrerende relationer uden at specificere antallet eller tidspunktet for brud på forhånd. Den anvendes til multivariable kointegrerede systemer, hvor langsigtet ligevægt kan skifte gradvist over tid.

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Kilder

  1. Enders, W., & Lee, J. (2012). A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574–599. DOI: 10.1111/j.1468-0084.2011.00662.x
  2. 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. DOI: 10.1111/j.1467-9892.2006.00478.x

Sådan citerer du denne side

ScholarGate. (2026, June 3). Fourier Vector Error Correction Model. ScholarGate. https://scholargate.app/da/econometrics/fourier-vecm

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ScholarGateFourier VECM (Fourier Vector Error Correction Model). Hentet 2026-06-15 fra https://scholargate.app/da/econometrics/fourier-vecm · Datasæt: https://doi.org/10.5281/zenodo.20539026