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Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Modèle à effets fixes de Fourier× | Modèle à effets fixes sur données de panel× | |
|---|---|---|
| Domaine | Économétrie | Économétrie |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 2006–2012 | 1978 |
| Auteur d'origine≠ | Enders & Lee (building on Becker, Enders & Lee framework) | Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021) |
| Type≠ | Panel regression with Fourier terms | Panel regression estimator |
| 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. DOI ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Alias | Fourier FE model, Fourier panel fixed effects, trigonometric fixed effects regression, smooth structural break fixed effects | within estimator, FE model, within-group estimator, LSDV model |
| 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 panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors. |
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