Σύγκριση μεθόδων

	Διαγνωστικός Έλεγχος Ορίων ARDL με όρους Fourier	Δοκιμή Συνολοκλήρωσης Fourier Engle-Granger
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	2001-2021	2016
Δημιουργός	Pesaran, Shin & Smith (ARDL foundation); Fourier extension by Nazlioglu and related authors	Enders & Jones (2016), extending Engle & Granger (1987)
Τύπος	Cointegration / bounds test	Cointegration test
Θεμελιώδης πηγή	Nazlioglu, S., Gormus, A., & Soytas, U. (2021). Oil prices and monetary policy in emerging markets: structural breaks, asymmetries, and Fourier approximations. Energy Economics, 95, 105119.	Enders, W., & Jones, P. (2016). Grain prices, oil prices, and multiple smooth breaks in a VAR. Studies in Nonlinear Dynamics and Econometrics, 20(4), 399–419.
Εναλλακτικές ονομασίες	Fourier ARDL, Fourier bounds testing, ARDL with Fourier approximation, F-ARDL cointegration test	Fourier EG cointegration, Enders-Jones cointegration test, smooth structural break cointegration, FEGC test
Συναφείς	5	5
Σύνοψη	The Fourier ARDL bounds test augments the Pesaran-Shin-Smith cointegration framework with trigonometric (Fourier) terms that capture gradual, smooth structural breaks in the data-generating process. It tests for a long-run level relationship between variables without requiring the researcher to specify the number, timing, or form of structural breaks in advance.	The Fourier Engle-Granger cointegration test extends the classic two-step Engle-Granger procedure by embedding low-frequency trigonometric (Fourier) terms in the cointegrating regression. This accommodates an unknown number of smooth structural breaks in the deterministic components without specifying their dates, producing a more powerful test when long-run relationships shift gradually over time.