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اختبار حدود ARDL (اختبار حدود بيسران)×نموذج الانحدار الذاتي التوزيعي غير الخطي (NARDL)×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة20012014
صاحب الطريقةPesaran, Shin & SmithShin, Yu & Greenwood-Nimmo
النوعCointegration test / Autoregressive distributed lag modelAsymmetric cointegration / error-correction model
المصدر التأسيسيPesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics, 16(3), 289–326. DOI ↗Shin, Y., Yu, B. & Greenwood-Nimmo, M. (2014). Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. In: Sickles, R. & Horrace, W. (Eds.), Festschrift in Honor of Peter Schmidt. Springer. DOI ↗
الأسماء البديلةPesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)nonlinear ARDL, asymmetric ARDL, Doğrusal Olmayan ARDL (NARDL)
ذات صلة44
الملخصThe ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.The NARDL model, introduced by Shin, Yu and Greenwood-Nimmo in 2014, extends the ARDL framework to capture asymmetric long-run and short-run relationships, testing whether positive and negative changes in a regressor affect the dependent variable differently.
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ScholarGateقارن الطرق: ARDL Bounds Test · NARDL Model. استُرجع بتاريخ 2026-06-17 من https://scholargate.app/ar/compare