Regression modelEconometrics / time series
Fourier Nonlinear ARDL (Fourier NARDL)
Fourier NARDL 将 Nonlinear ARDL (NARDL) 的边界检验框架通过向误差修正方程添加傅里叶三角函数项进行了扩展，从而允许模型在不要求研究者预先知道或指定结构性断裂日期的情况下，捕捉长期关系中平滑、渐进的结构性断裂。
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来源
- 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. link ↗
- Becker, R., Enders, W., & Lee, J. (2006). A stationarity test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381–409. link ↗
如何引用本页
ScholarGate. (2026, June 3). Fourier Nonlinear Autoregressive Distributed Lag Model. ScholarGate. https://scholargate.app/zh/econometrics/fourier-nardl
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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