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	Model regresji z efektami stałymi Fouriera	Model z efektami stałymi uwzględniający przełomy strukturalne
Dziedzina	Ekonometria	Ekonometria
Rodzina	Regression model	Regression model
Rok powstania	2006–2012	1998 (Bai-Perron); FE estimator classical
Twórca	Enders & Lee (building on Becker, Enders & Lee framework)	Bai & Perron (structural break testing); Mundlak / within-group estimator tradition
Typ	Panel regression with Fourier terms	Panel regression 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.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.
Inne nazwy	Fourier FE model, Fourier panel fixed effects, trigonometric fixed effects regression, smooth structural break fixed effects	FE model with structural breaks, break-adjusted fixed effects, panel fixed effects with regime shifts, structural change fixed effects estimator
Pokrewne	6	6
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 structural break fixed effects model extends the standard within-group (FE) panel estimator by allowing the slope coefficients to shift at one or more detected break dates. Each unit's unobserved time-invariant heterogeneity is still removed by demeaning, but separate coefficient regimes are estimated for each sub-period, capturing policy shifts, crises, or technological transitions that would otherwise bias a single-regime FE estimate.