Regression modelEconometrics / time series

Furjē nelineārā ARDL (Fourier NARDL)

Fourier NARDL paplašina nelineārās ARDL (NARDL) robežu testēšanas ietvaru, pievienojot Furjē trigonometriskos terminus kļūdu korekcijas vienādojumam, ļaujot modelim uztvert gludus, pakāpeniskus strukturālus pārrāvumus ilgtermiņa attiecībās, neprasot pētniekam iepriekš zināt vai norādīt pārrāvuma datumu.

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  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

Kā citēt šo lapu

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

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ScholarGateFourier NARDL (Fourier Nonlinear Autoregressive Distributed Lag Model). Izgūts 2026-06-15 no https://scholargate.app/lv/econometrics/fourier-nardl · Datu kopa: https://doi.org/10.5281/zenodo.20539026