Comparer des méthodes

	Fourier Nonlinear ARDL (Fourier NARDL)	Test de Cointégration ARDL de Fourier
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2014–2020s	2001-2021
Auteur d'origine	Extension of Shin, Yu & Greenwood-Nimmo (2014) NARDL, incorporating Fourier terms from Becker, Enders & Lee (2006)	Pesaran, Shin & Smith (ARDL foundation); Fourier extension by Nazlioglu and related authors
Type	Nonlinear cointegrating model with smooth break approximation	Cointegration / bounds test
Source fondatrice	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer.	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 NARDL, Fourier nonlinear ARDL, F-NARDL, Fourier asymmetric ARDL	Fourier ARDL, Fourier bounds testing, ARDL with Fourier approximation, F-ARDL cointegration test
Apparentées	6	5
Résumé	Fourier NARDL extends the Nonlinear ARDL (NARDL) bounds-testing framework by adding Fourier trigonometric terms to the error-correction equation, allowing the model to capture smooth, gradual structural breaks in the long-run relationship without requiring the researcher to know or specify the break date in advance.	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.