Comparer des méthodes

	Analyse de données de panel avec Fourier	Analyse des données de panel avec ruptures structurelles
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2006 (Fourier framework); panel extensions 2010s	1998-2010
Auteur d'origine	Becker, Enders, and Lee (Fourier unit root framework); extended to panel data by subsequent applied econometricians	Bai & Perron (1998); extended to panels by Bai (2010) and Joseph et al.
Type	Panel regression with Fourier terms	Panel time-series model with regime shifts
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.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.
Alias	Fourier panel regression, smooth structural break panel model, trigonometric panel data model, Fourier-flexible panel estimator	panel structural break test, break-point panel model, panel change-point analysis, regime-shift panel analysis
Apparentées	6	4
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.	Structural break panel data analysis detects and estimates points in time — break dates — where the underlying regression coefficients shift permanently across a panel of cross-sectional units observed over multiple periods. By jointly exploiting cross-sectional and time-series variation, it offers sharper identification of regime shifts than single-series break tests, and it delivers separate coefficient estimates for each regime before and after each break.