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फूरियर डायनामिक पैनल डेटा मॉडल×फूरियर पैनल डेटा विश्लेषण×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष2004-20122006 (Fourier framework); panel extensions 2010s
प्रवर्तकEnders & Lee (2012); Becker, Enders & Hurn (2004)Becker, Enders, and Lee (Fourier unit root framework); extended to panel data by subsequent applied econometricians
प्रकारDynamic panel model with Fourier approximationPanel regression with Fourier terms
मौलिक स्रोतEnders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599. DOI ↗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. DOI ↗
उपनामFourier dynamic panel, Fourier DPDM, smooth break dynamic panel, trigonometric dynamic panelFourier panel regression, smooth structural break panel model, trigonometric panel data model, Fourier-flexible panel estimator
संबंधित66
सारांशThe Fourier dynamic panel data model extends standard dynamic panel specifications by incorporating low-frequency trigonometric (Fourier) terms to flexibly capture smooth, gradual structural breaks or time-varying patterns in the data, without requiring knowledge of the exact number or timing of breaks.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.
ScholarGateडेटासेट
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  1. v1
  2. 2 स्रोत
  3. PUBLISHED

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ScholarGateविधियों की तुलना करें: Fourier Dynamic Panel Data Model · Fourier Panel Data Analysis. 2026-06-17 को यहाँ से प्राप्त https://scholargate.app/hi/compare