Comparer des méthodes

	Modèle à effets fixes de Fourier	Test de Cointégration ARDL de Fourier
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2006–2012	2001-2021
Auteur d'origine	Enders & Lee (building on Becker, Enders & Lee framework)	Pesaran, Shin & Smith (ARDL foundation); Fourier extension by Nazlioglu and related authors
Type	Panel regression with Fourier terms	Cointegration / bounds test
Source fondatrice	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.	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.
Alias	Fourier FE model, Fourier panel fixed effects, trigonometric fixed effects regression, smooth structural break fixed effects	Fourier ARDL, Fourier bounds testing, ARDL with Fourier approximation, F-ARDL cointegration test
Apparentées	6	5
Résumé	The 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.	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.