Regression modelEconometrics / time series

Furierova nelinearna ARDL (Furier NARDL)

Furier NARDL proširuje okvir testiranja granica nelinearne ARDL (NARDL) dodavanjem Furierovih trigonometrijskih članova u jednačinu korekcije greške, omogućavajući modelu da uhvati glatke, postepene strukturne promene u dugoročnom odnosu bez potrebe da istraživač unapred zna ili odredi datum promene.

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Izvori

  1. Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer. link
  2. Becker, R., Enders, W., & Lee, J. (2006). A stationarity test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381–409. link

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Fourier Nonlinear Autoregressive Distributed Lag Model. ScholarGate. https://scholargate.app/sr/econometrics/fourier-nardl

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ScholarGateFourier NARDL (Fourier Nonlinear Autoregressive Distributed Lag Model). Preuzeto 2026-06-15 sa https://scholargate.app/sr/econometrics/fourier-nardl · Skup podataka: https://doi.org/10.5281/zenodo.20539026