Salīdzināt metodes
Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.
| Furjē dinamiskais paneļdatu modelis× | Robusta robežu testēšana ARDL paneļiem× | |
|---|---|---|
| Nozare | Ekonometrija | Ekonometrija |
| Saime | Regression model | Regression model |
| Izcelsmes gads≠ | 2004-2012 | 2001 |
| Autors≠ | Enders & Lee (2012); Becker, Enders & Hurn (2004) | Pesaran, Shin & Smith |
| Tips≠ | Dynamic panel model with Fourier approximation | Bounds test for cointegration |
| Pirmavots≠ | 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 ↗ | Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326. DOI ↗ |
| Citi nosaukumi | Fourier dynamic panel, Fourier DPDM, smooth break dynamic panel, trigonometric dynamic panel | Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test |
| Saistītās | 6 | 6 |
| Kopsavilkums≠ | 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. | The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both. |
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