Comparer des méthodes

	Analyse de données de panel avec Fourier	Analyse de données de panel
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2006 (Fourier framework); panel extensions 2010s	1966–1978
Auteur d'origine	Becker, Enders, and Lee (Fourier unit root framework); extended to panel data by subsequent applied econometricians	Balestra & Nerlove (1966); Mundlak (1978); Hausman (1978)
Type	Panel regression with Fourier terms	Panel regression framework
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.	Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528
Alias	Fourier panel regression, smooth structural break panel model, trigonometric panel data model, Fourier-flexible panel estimator	longitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis
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.	Panel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test.