Comparer des méthodes

	Analyse de données de panel avec Fourier	Test de Cointégration ARDL de Fourier
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2006 (Fourier framework); panel extensions 2010s	2001-2021
Auteur d'origine	Becker, Enders, and Lee (Fourier unit root framework); extended to panel data by subsequent applied econometricians	Pesaran, Shin & Smith (ARDL foundation); Fourier extension by Nazlioglu and related authors
Type	Panel regression with Fourier terms	Cointegration / bounds test
Source fondatrice	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.	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 panel regression, smooth structural break panel model, trigonometric panel data model, Fourier-flexible panel estimator	Fourier ARDL, Fourier bounds testing, ARDL with Fourier approximation, F-ARDL cointegration test
Apparentées	6	5
Résumé	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.	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.