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| 푸리에 동적 패널 데이터 모형× | 푸리에 패널 데이터 분석× | |
|---|---|---|
| 분야 | 계량경제학 | 계량경제학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 2004-2012 | 2006 (Fourier framework); panel extensions 2010s |
| 창시자≠ | Enders & Lee (2012); Becker, Enders & Hurn (2004) | Becker, Enders, and Lee (Fourier unit root framework); extended to panel data by subsequent applied econometricians |
| 유형≠ | Dynamic panel model with Fourier approximation | Panel regression with Fourier terms |
| 원전≠ | Enders, 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 ↗ |
| 별칭 | Fourier dynamic panel, Fourier DPDM, smooth break dynamic panel, trigonometric dynamic panel | Fourier panel regression, smooth structural break panel model, trigonometric panel data model, Fourier-flexible panel estimator |
| 관련 | 6 | 6 |
| 요약≠ | The 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. |
| ScholarGate데이터셋 ↗ |
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