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حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش2006–20122006 (Fourier framework); panel extensions 2010s
پدیدآورEnders & Lee (building on Becker, Enders & Lee framework)Becker, Enders, and Lee (Fourier unit root framework); extended to panel data by subsequent applied econometricians
نوعPanel regression with Fourier termsPanel regression with Fourier terms
منبع بنیادینEnders, 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 ↗Becker, R., Enders, W., & Lee, J. (2006). A stationary test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381-409. DOI ↗
نام‌های دیگرFourier FE model, Fourier panel fixed effects, trigonometric fixed effects regression, smooth structural break fixed effectsFourier panel regression, smooth structural break panel model, trigonometric panel data model, Fourier-flexible panel estimator
مرتبط66
خلاصهThe Fourier fixed effects model extends standard panel fixed effects regression by augmenting the specification with low-frequency Fourier (trigonometric) terms. These sine and cosine components approximate unknown, smooth structural shifts in the time trend without requiring the researcher to pre-specify break dates, combining within-unit identification with flexible trend modelling.Fourier panel data analysis embeds trigonometric sine and cosine terms into a standard panel regression to approximate smooth, gradual structural shifts in the data-generating process. Rather than assuming a sharp break at a known date, the Fourier approach lets the data reveal the timing and shape of any structural change through a flexible trigonometric approximation, while retaining the cross-sectional and time-series structure of panel data.
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ScholarGateمقایسهٔ روش‌ها: Fourier Fixed Effects Model · Fourier Panel Data Analysis. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare