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| Phân tích Dữ liệu Bảng Fourier× | Phân tích dữ liệu bảng× | |
|---|---|---|
| Lĩnh vực | Kinh tế lượng | Kinh tế lượng |
| Họ | Regression model | Regression model |
| Năm ra đời≠ | 2006 (Fourier framework); panel extensions 2010s | 1966–1978 |
| Người khởi xướng≠ | Becker, Enders, and Lee (Fourier unit root framework); extended to panel data by subsequent applied econometricians | Balestra & Nerlove (1966); Mundlak (1978); Hausman (1978) |
| Loại≠ | Panel regression with Fourier terms | Panel regression framework |
| Công trình gốc≠ | Becker, R., Enders, W., & Lee, J. (2006). A stationary test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381-409. DOI ↗ | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528 |
| Tên gọi khác | Fourier panel regression, smooth structural break panel model, trigonometric panel data model, Fourier-flexible panel estimator | longitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis |
| Liên quan≠ | 6 | 5 |
| Tóm tắt≠ | Fourier panel data analysis embeds trigonometric sine and cosine terms into a standard panel regression to approximate smooth, gradual structural shifts in the data-generating process. Rather than assuming a sharp break at a known date, the Fourier approach lets the data reveal the timing and shape of any structural change through a flexible trigonometric approximation, while retaining the cross-sectional and time-series structure of panel data. | Panel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test. |
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