Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Modelo de datos de panel dinámico de Fourier× | Prueba de Fronteras ARDL de Fourier× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 2004-2012 | 2001-2021 |
| Autor original≠ | Enders & Lee (2012); Becker, Enders & Hurn (2004) | Pesaran, Shin & Smith (ARDL foundation); Fourier extension by Nazlioglu and related authors |
| Tipo≠ | Dynamic panel model with Fourier approximation | Cointegration / bounds test |
| Fuente seminal≠ | 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 ↗ | 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. link ↗ |
| Alias | Fourier dynamic panel, Fourier DPDM, smooth break dynamic panel, trigonometric dynamic panel | Fourier ARDL, Fourier bounds testing, ARDL with Fourier approximation, F-ARDL cointegration test |
| Relacionados≠ | 6 | 5 |
| Resumen≠ | 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 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. |
| ScholarGateConjunto de datos ↗ |
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