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| Model dynamicznych paneli danych z użyciem Fouriera× | Model dynamicznych paneli z przerwami strukturalnymi× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2004-2012 | 1991–1998 |
| Twórca≠ | Enders & Lee (2012); Becker, Enders & Hurn (2004) | Bai & Perron (break detection); Arellano & Bond (dynamic panel GMM) |
| Typ≠ | Dynamic panel model with Fourier approximation | Dynamic panel model with regime change |
| Źródło pierwotne≠ | 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 ↗ | Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78. DOI ↗ |
| Inne nazwy | Fourier dynamic panel, Fourier DPDM, smooth break dynamic panel, trigonometric dynamic panel | dynamic panel with breaks, panel dynamic model structural change, DPDSB, panel dynamic structural break estimator |
| Pokrewne | 6 | 6 |
| Podsumowanie≠ | The Fourier dynamic panel data model extends standard dynamic panel specifications by incorporating low-frequency trigonometric (Fourier) terms to flexibly capture smooth, gradual structural breaks or time-varying patterns in the data, without requiring knowledge of the exact number or timing of breaks. | The structural break dynamic panel data model extends the standard dynamic panel framework by allowing regression coefficients or the autoregressive parameter to shift at one or more unknown break dates. It combines GMM-based dynamic panel estimation with formal structural change tests, enabling researchers to study how economic relationships evolve across distinct regimes while controlling for unobserved individual heterogeneity and endogeneity of the lagged dependent variable. |
| ScholarGateZbiór danych ↗ |
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