Σύγκριση μεθόδων

	Fourier OLS	Nonlinear OLS
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	2004	1974–1987
Δημιουργός	Becker, Enders, and Hurn	Gallant (1987); Wooldridge (2010) for econometric treatment
Τύπος	Augmented linear regression	Nonlinear regression estimator
Θεμελιώδης πηγή	Becker, R., Enders, W., & Hurn, S. (2004). A general test for time dependence in parameters. Journal of Applied Econometrics, 19(7), 899–906.	Gallant, A. R. (1987). Nonlinear Statistical Models. John Wiley & Sons. ISBN: 978-0471802600
Εναλλακτικές ονομασίες	Fourier OLS, Fourier-augmented OLS, trigonometric OLS, smooth structural break OLS	nonlinear least squares, NLS, NLLS, nonlinear regression
Συναφείς	6	5
Σύνοψη	Fourier OLS is an OLS regression extended by adding low-frequency trigonometric (sine and cosine) terms to the regressor matrix. These Fourier components approximate smooth, gradual structural changes in the regression relationship over time without requiring knowledge of the number, timing, or form of the breaks.	Nonlinear Ordinary Least Squares (NLS) estimates regression models in which the conditional mean function is nonlinear in the parameters. Like standard OLS it minimises the sum of squared residuals, but because no closed-form solution exists the estimator is found by iterative numerical optimisation. Under standard regularity conditions NLS is consistent and asymptotically normal.