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Fourier Fixed Effects Model×Paneel Fixed Effects Model×
VakgebiedEconometrieEconometrie
FamilieRegression modelRegression model
Jaar van ontstaan2006–20121978
GrondleggerEnders & Lee (building on Becker, Enders & Lee framework)Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021)
TypePanel regression with Fourier termsPanel regression estimator
Oorspronkelijke bronEnders, 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 ↗Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
AliassenFourier FE model, Fourier panel fixed effects, trigonometric fixed effects regression, smooth structural break fixed effectswithin estimator, FE model, within-group estimator, LSDV model
Verwant65
SamenvattingThe 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 panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors.
ScholarGateGegevensset
  1. v1
  2. 2 Bronnen
  3. PUBLISHED
  1. v1
  2. 2 Bronnen
  3. PUBLISHED

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ScholarGateMethoden vergelijken: Fourier Fixed Effects Model · Panel Fixed Effects Model. Geraadpleegd op 2026-06-17 via https://scholargate.app/nl/compare