Fourier ARDL test granica
Fourier ARDL test granica proširuje Pesaran-Shin-Smith okvir kointegracije trigonometrijskim (Furierovim) terminima koji obuhvataju postepene, glatke strukturne promene u procesu generisanja podataka. Testira dugoročni odnos nivoa između promenljivih bez zahteva da istraživač unapred odredi broj, vreme ili oblik strukturnih promena.
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Izvori
- Nazlioglu, S., Gormus, A., & Soytas, U. (2021). Oil prices and monetary policy in emerging markets: structural breaks, asymmetries, and Fourier approximations. Energy Economics, 95, 105119. link ↗
- Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289-326. DOI: 10.1002/jae.616 ↗
Kako citirati ovu stranicu
ScholarGate. (2026, June 3). Fourier Autoregressive Distributed Lag Bounds Test. ScholarGate. https://scholargate.app/sr/econometrics/fourier-ardl-bounds-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- ARDL test granica (Pesaran test granica)Ekonometrija↔ compare
- Furijeov Englov-Grejndžerov test kointegracijeEkonometrija↔ compare
- Nelinearni model ARDL (NARDL)Ekonometrija↔ compare
- ARDL test granica sa strukturnim lomomEkonometrija↔ compare
- Vektorski model korekcije greške (VECM)Ekonometrija↔ compare
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