Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Фурье OLS (OLS, дополненное рядами Фурье)× | Нелинейный МНК (Нелинейный метод наименьших квадратов)× | |
|---|---|---|
| Область | Эконометрика | Эконометрика |
| Семейство | Regression model | Regression model |
| Год появления≠ | 2004 | 1974–1987 |
| Автор метода≠ | Becker, Enders, and Hurn | Gallant (1987); Wooldridge (2010) for econometric treatment |
| Тип≠ | Augmented linear regression | Nonlinear regression estimator |
| Основополагающий источник≠ | 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 |
| Другие названия | Fourier OLS, Fourier-augmented OLS, trigonometric OLS, smooth structural break OLS | nonlinear least squares, NLS, NLLS, nonlinear regression |
| Связанные≠ | 6 | 5 |
| Сводка≠ | 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. |
| ScholarGateНабор данных ↗ |
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