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| Model regresji z efektami stałymi Fouriera× | Model efektów stałych× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2006–2012 | 1971–1978 |
| Twórca≠ | Enders & Lee (building on Becker, Enders & Lee framework) | Mundlak (1978); Nerlove (1971); classical panel econometrics |
| Typ≠ | Panel regression with Fourier terms | Panel regression estimator |
| 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 ↗ | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030538002 |
| Inne nazwy | Fourier FE model, Fourier panel fixed effects, trigonometric fixed effects regression, smooth structural break fixed effects | FE model, within estimator, least squares dummy variable, LSDV regression |
| Pokrewne≠ | 6 | 5 |
| Podsumowanie≠ | The 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 fixed effects (FE) model is the workhorse estimator for panel data when unobserved unit-specific characteristics are suspected to correlate with the regressors. By absorbing each entity's time-invariant heterogeneity into a separate intercept, FE isolates the causal effect of within-unit variation and eliminates omitted-variable bias from time-constant confounders. |
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