Regression modelEconometrics / time series

Furjē dinamiskais paneļdatu modelis

Furjē dinamiskais paneļdatu modelis paplašina standarta dinamiskās paneļa specifikācijas, iekļaujot zemas frekvences trigonometriskos (Furjē) termus, lai elastīgi uztvertu gludus, pakāpeniskus strukturālus pārrāvumus vai laikā mainīgus modeļus datos, neprasot zināšanas par precīzu pārrāvumu skaitu vai laiku.

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Avoti

  1. 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: 10.1111/j.1468-0084.2011.00662.x
  2. Becker, R., Enders, W., & Hurn, S. (2004). A general test for time dependence in parameters. Journal of Applied Econometrics, 19(7), 899-906. DOI: 10.1002/jae.751

Kā citēt šo lapu

ScholarGate. (2026, June 3). Fourier-Augmented Dynamic Panel Data Model. ScholarGate. https://scholargate.app/lv/econometrics/fourier-dynamic-panel-data-model

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ScholarGateFourier Dynamic Panel Data Model (Fourier-Augmented Dynamic Panel Data Model). Izgūts 2026-06-15 no https://scholargate.app/lv/econometrics/fourier-dynamic-panel-data-model · Datu kopa: https://doi.org/10.5281/zenodo.20539026