Regression modelEconometrics / time series
傅里叶动态面板数据模型
傅里叶动态面板数据模型通过纳入低频三角函数（傅里叶）项来扩展标准的动态面板模型设定，从而能够灵活地捕捉数据中平滑、渐进的结构性断裂或时变模式，而无需预知断裂的确切数量或时间点。
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来源
- Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599. DOI: 10.1111/j.1468-0084.2011.00662.x ↗
- Becker, R., Enders, W., & Hurn, S. (2004). A general test for time dependence in parameters. Journal of Applied Econometrics, 19(7), 899-906. DOI: 10.1002/jae.751 ↗
如何引用本页
ScholarGate. (2026, June 3). Fourier-Augmented Dynamic Panel Data Model. ScholarGate. https://scholargate.app/zh/econometrics/fourier-dynamic-panel-data-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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