विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| फूरियर ओएलएस (फूरियर-ऑग्मेंटेड ऑर्डिनरी लीस्ट स्क्वेयर्स)× | समय-भिन्न प्राचल OLS (TVP-OLS)× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 2004 | 1976 |
| प्रवर्तक≠ | Becker, Enders, and Hurn | Cooley & Prescott (1976); further developed by Harvey (1990) |
| प्रकार≠ | Augmented linear regression | Time-series regression with evolving coefficients |
| मौलिक स्रोत≠ | Becker, R., Enders, W., & Hurn, S. (2004). A general test for time dependence in parameters. Journal of Applied Econometrics, 19(7), 899–906. DOI ↗ | Cooley, T. F., & Prescott, E. C. (1976). Estimation in the Presence of Stochastic Parameter Variation. Econometrica, 44(1), 167–184. DOI ↗ |
| उपनाम | Fourier OLS, Fourier-augmented OLS, trigonometric OLS, smooth structural break OLS | TVP-OLS, time-varying coefficient regression, rolling OLS, locally weighted OLS |
| संबंधित≠ | 6 | 4 |
| सारांश≠ | Fourier OLS is an OLS regression extended by adding low-frequency trigonometric (sine and cosine) terms to the regressor matrix. These Fourier components approximate smooth, gradual structural changes in the regression relationship over time without requiring knowledge of the number, timing, or form of the breaks. | Time-Varying Parameter OLS extends classical ordinary least squares to allow regression coefficients to change over time. Instead of assuming fixed slopes throughout the sample, the model treats each coefficient as a stochastic process, tracking how economic relationships evolve — making it well-suited for analysing structural change in time-series data. |
| ScholarGateडेटासेट ↗ |
|
|