Comparer des méthodes

	Test de Cointégration ARDL de Fourier	Test des bornes ARDL (Test des bornes de Pesaran)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2001-2021	2001
Auteur d'origine	Pesaran, Shin & Smith (ARDL foundation); Fourier extension by Nazlioglu and related authors	Pesaran, Shin & Smith
Type	Cointegration / bounds test	Cointegration test / Autoregressive distributed lag model
Source fondatrice	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	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)
Apparentées	5	4
Résumé	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 ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.