Regression modelEconometrics / time series

Fourier Nonlinear ARDL (Fourier NARDL)

Fourier NARDL proširuje okvir testiranja granica Nonlinear ARDL (NARDL) dodavanjem Fourierovih trigonometrijskih članaka u jednadžbu korekcije pogrešaka, omogućujući modelu da uhvati glatke, postupne strukturne promjene u dugoročnom odnosu bez potrebe da istraživač unaprijed zna ili specificira datum promjene.

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Izvori

  1. Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer. link
  2. Becker, R., Enders, W., & Lee, J. (2006). A stationarity test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381–409. link

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Fourier Nonlinear Autoregressive Distributed Lag Model. ScholarGate. https://scholargate.app/hr/econometrics/fourier-nardl

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ScholarGateFourier NARDL (Fourier Nonlinear Autoregressive Distributed Lag Model). Preuzeto 2026-06-15 s https://scholargate.app/hr/econometrics/fourier-nardl · Skup podataka: https://doi.org/10.5281/zenodo.20539026