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| Fourier-Dynamik-Paneldatenmodell× | Dynamisches Paneldatenmodell× | |
|---|---|---|
| Fachgebiet | Ökonometrie | Ökonometrie |
| Familie | Regression model | Regression model |
| Entstehungsjahr≠ | 2004-2012 | 1988–1991 |
| Urheber≠ | Enders & Lee (2012); Becker, Enders & Hurn (2004) | Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988) |
| Typ≠ | Dynamic panel model with Fourier approximation | Dynamic regression / GMM estimation |
| Wegweisende Quelle≠ | 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 ↗ | Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297. DOI ↗ |
| Aliasnamen | Fourier dynamic panel, Fourier DPDM, smooth break dynamic panel, trigonometric dynamic panel | dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model |
| Verwandt≠ | 6 | 5 |
| Zusammenfassung≠ | The Fourier dynamic panel data model extends standard dynamic panel specifications by incorporating low-frequency trigonometric (Fourier) terms to flexibly capture smooth, gradual structural breaks or time-varying patterns in the data, without requiring knowledge of the exact number or timing of breaks. | The dynamic panel data model extends standard panel regression by including a lagged value of the outcome variable as a regressor, capturing persistence and adjustment dynamics. Because the lagged dependent variable is correlated with the unit-specific fixed effect, ordinary OLS or within estimators are biased; GMM-based methods using internal instruments are the standard remedy. |
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