Comparar métodos

	Prueba de Fronteras ARDL de Fourier	Prueba de límites ARDL de punto de quiebre estructural
Campo	Econometría	Econometría
Familia	Regression model	Regression model
Año de origen	2001-2021	2001–2010s
Autor original	Pesaran, Shin & Smith (ARDL foundation); Fourier extension by Nazlioglu and related authors	Pesaran, Shin & Smith (bounds framework); structural break extensions by Bahmani-Oskooee, Enders & Jones, and others
Tipo	Cointegration / bounds test	Cointegration / bounds test
Fuente seminal	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.	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326.
Alias	Fourier ARDL, Fourier bounds testing, ARDL with Fourier approximation, F-ARDL cointegration test	SB-ARDL bounds test, ARDL bounds test with structural break, Fourier ARDL bounds test, break-augmented bounds testing
Relacionados	5	6
Resumen	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 structural break ARDL bounds test extends the Pesaran, Shin and Smith (2001) bounds testing framework to accommodate one or more structural breaks in the long-run relationship between time-series variables. By incorporating break dummies or smooth Fourier terms into the ARDL error-correction equation, it allows researchers to test for cointegration even when the data have experienced shifts in intercept or slope caused by policy changes, crises, or regime switches.