Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| OLS Fourier (Metoda celor mai mici pătrate ordinare augmentată Fourier)× | OLS neliniar (Cea mai mică sumă a pătratelor reziduurilor neliniară)× | |
|---|---|---|
| Domeniu | Econometrie | Econometrie |
| Familie | Regression model | Regression model |
| Anul apariției≠ | 2004 | 1974–1987 |
| Autorul original≠ | Becker, Enders, and Hurn | Gallant (1987); Wooldridge (2010) for econometric treatment |
| Tip≠ | Augmented linear regression | Nonlinear regression estimator |
| Sursa seminală≠ | Becker, R., Enders, W., & Hurn, S. (2004). A general test for time dependence in parameters. Journal of Applied Econometrics, 19(7), 899–906. DOI ↗ | Gallant, A. R. (1987). Nonlinear Statistical Models. John Wiley & Sons. ISBN: 978-0471802600 |
| Denumiri alternative | Fourier OLS, Fourier-augmented OLS, trigonometric OLS, smooth structural break OLS | nonlinear least squares, NLS, NLLS, nonlinear regression |
| Înrudite≠ | 6 | 5 |
| Rezumat≠ | Fourier OLS is an OLS regression extended by adding low-frequency trigonometric (sine and cosine) terms to the regressor matrix. These Fourier components approximate smooth, gradual structural changes in the regression relationship over time without requiring knowledge of the number, timing, or form of the breaks. | Nonlinear Ordinary Least Squares (NLS) estimates regression models in which the conditional mean function is nonlinear in the parameters. Like standard OLS it minimises the sum of squared residuals, but because no closed-form solution exists the estimator is found by iterative numerical optimisation. Under standard regularity conditions NLS is consistent and asymptotically normal. |
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