Salīdzināt metodes
Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.
| Furjē fiksēto efektu modelis× | Laika mainīgo parametru modeļa ar fiksētajiem efektiem× | |
|---|---|---|
| Nozare | Ekonometrija | Ekonometrija |
| Saime | Regression model | Regression model |
| Izcelsmes gads≠ | 2006–2012 | 1975-1995 |
| Autors≠ | Enders & Lee (building on Becker, Enders & Lee framework) | Hsiao (1975); Pesaran & Smith (1995) |
| Tips≠ | Panel regression with Fourier terms | Panel regression with time-varying slopes |
| 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 ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. ISBN: 9781107038875 |
| Citi nosaukumi | Fourier FE model, Fourier panel fixed effects, trigonometric fixed effects regression, smooth structural break fixed effects | TVP-FE model, time-varying coefficients fixed effects, TVP panel model, locally time-varying fixed effects |
| Saistītās≠ | 6 | 2 |
| Kopsavilkums≠ | The Fourier fixed effects model extends standard panel fixed effects regression by augmenting the specification with low-frequency Fourier (trigonometric) terms. These sine and cosine components approximate unknown, smooth structural shifts in the time trend without requiring the researcher to pre-specify break dates, combining within-unit identification with flexible trend modelling. | The time-varying parameter fixed effects (TVP-FE) model extends the classical two-way fixed effects panel regression by allowing one or more slope coefficients to change over time while still controlling for unobserved individual heterogeneity. It is used when the effect of a predictor on an outcome is not constant across the time dimension of a panel dataset. |
| ScholarGateDatu kopa ↗ |
|
|