So sánh phương pháp

	Fourier Nonlinear ARDL (Fourier NARDL)	Kiểm định giới hạn ARDL Fourier
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	2014–2020s	2001-2021
Người khởi xướng	Extension of Shin, Yu & Greenwood-Nimmo (2014) NARDL, incorporating Fourier terms from Becker, Enders & Lee (2006)	Pesaran, Shin & Smith (ARDL foundation); Fourier extension by Nazlioglu and related authors
Loại	Nonlinear cointegrating model with smooth break approximation	Cointegration / bounds test
Công trình gốc	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.	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.
Tên gọi khác	Fourier NARDL, Fourier nonlinear ARDL, F-NARDL, Fourier asymmetric ARDL	Fourier ARDL, Fourier bounds testing, ARDL with Fourier approximation, F-ARDL cointegration test
Liên quan	6	5
Tóm tắt	Fourier NARDL extends the Nonlinear ARDL (NARDL) bounds-testing framework by adding Fourier trigonometric terms to the error-correction equation, allowing the model to capture smooth, gradual structural breaks in the long-run relationship without requiring the researcher to know or specify the break date in advance.	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.