Comparer des méthodes

	Analyse de données de panel avec Fourier	Modèle à effets fixes sur données de panel
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2006 (Fourier framework); panel extensions 2010s	1978
Auteur d'origine	Becker, Enders, and Lee (Fourier unit root framework); extended to panel data by subsequent applied econometricians	Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021)
Type	Panel regression with Fourier terms	Panel regression estimator
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.	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
Alias	Fourier panel regression, smooth structural break panel model, trigonometric panel data model, Fourier-flexible panel estimator	within estimator, FE model, within-group estimator, LSDV model
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 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.