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Regression modelEconometrics / time series

Fourier Phillips-Perron (Fourier PP) enhetsrottest

Fourier PP-enhetsrottesten utvider den klassiske Phillips-Perron-testen ved å inkorporere lavfrekvente Fourier-ledd i den deterministiske komponenten. Dette gjør at testen kan ta hensyn til et ukjent antall jevne, gradvise strukturelle brudd i nivå eller trend, uten å forhåndsspesifisere deres tidspunkt eller form.

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Kilder

  1. Enders, W., & Siklos, P. L. (2001). Cointegration and threshold adjustment. Journal of Business and Economic Statistics, 19(2), 166-176. DOI: 10.1198/073500101316970395
  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. DOI: 10.1111/j.1467-9892.2006.00478.x

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ScholarGate. (2026, June 3). Fourier Phillips-Perron Unit Root Test. ScholarGate. https://scholargate.app/no/econometrics/fourier-pp-unit-root-test

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ScholarGateFourier PP unit root test (Fourier Phillips-Perron Unit Root Test). Hentet 2026-06-15 fra https://scholargate.app/no/econometrics/fourier-pp-unit-root-test · Datasett: https://doi.org/10.5281/zenodo.20539026