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Regression modelEconometrics / time series

Kipimo cha Utafiti wa Granger cha Fourier

Kipimo cha utafiti wa Granger cha Fourier kinapanua mfumo wa kawaida wa utafiti wa Granger kwa kuunganisha vipengele vya chini vya masafa ya Fourier katika hesabu ya VAR, kuruhusu uhusiano wa sababu kubadilika polepole kwa wakati bila kumhitaji mtafiti kubainisha idadi au mahali pa mabadiliko ya kimuundo.

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Vyanzo

  1. Enders, W., & Jones, P. (2016). Grain prices, oil prices, and multiple smooth breaks in a VAR. Studies in Nonlinear Dynamics and Econometrics, 20(4), 399–419. DOI: 10.1515/snde-2014-0101
  2. Nazlioglu, S., Gormus, N. A., & Soytas, U. (2016). Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. Energy Economics, 60, 168–175. DOI: 10.1016/j.eneco.2016.09.009

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Fourier Approximation Granger Causality Test. ScholarGate. https://scholargate.app/sw/econometrics/fourier-granger-causality

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Imerejelewa na

ScholarGateFourier Granger Causality (Fourier Approximation Granger Causality Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/fourier-granger-causality · Seti ya data: https://doi.org/10.5281/zenodo.20539026