Порівняння методів

	Системний GMM з Фур'є	Тест межграничных значений Фур'є ARDL
Галузь	Економетрика	Економетрика
Родина	Regression model	Regression model
Рік появи	2000s–2010s	2001-2021
Автор методу	Blundell & Bond (System GMM, 1998); Fourier augmentation adapted from Gallant (1981) and Becker, Enders & Lee (2006)	Pesaran, Shin & Smith (ARDL foundation); Fourier extension by Nazlioglu and related authors
Тип	Dynamic panel GMM with Fourier smooth-break regressors	Cointegration / bounds test
Основоположне джерело	Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143.	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.
Інші назви	Fourier System GMM, Fourier-augmented Blundell-Bond GMM, smooth-break system GMM, Fourier SGMM	Fourier ARDL, Fourier bounds testing, ARDL with Fourier approximation, F-ARDL cointegration test
Пов'язані	6	5
Підсумок	Fourier system GMM embeds Fourier trigonometric terms into the System GMM estimator of Blundell and Bond (1998) to accommodate smooth, gradual structural breaks in dynamic panel data. By adding sine and cosine components as regressors, the estimator captures unknown, potentially multiple regime shifts without requiring prior knowledge of break dates, while preserving the instrument-based controls for endogeneity and individual fixed effects.	The Fourier ARDL bounds test augments the Pesaran-Shin-Smith cointegration framework with trigonometric (Fourier) terms that capture gradual, smooth structural breaks in the data-generating process. It tests for a long-run level relationship between variables without requiring the researcher to specify the number, timing, or form of structural breaks in advance.