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| توزيع الأبطاء المقطعي× | نموذج الانحدار الذاتي الموزع غير الخطي عبر المقاطع (CS-NARDL)× | |
|---|---|---|
| المجال | الاقتصاد القياسي | الاقتصاد القياسي |
| العائلة | Regression model | Regression model |
| سنة النشأة≠ | 2001 | 2014 |
| صاحب الطريقة≠ | Pesaran, Shin, and Smith | Yongcheol Shin and colleagues |
| النوع≠ | Distributed lag model | Asymmetric panel model |
| المصدر التأسيسي≠ | Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships and dynamics. 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 system of nonlinear autoregressive distributed lag equations. Econometric Reviews, 33(1), 56-87. link ↗ |
| الأسماء البديلة | Panel distributed lag model | NARDL panel |
| ذات صلة | 3 | 3 |
| الملخص≠ | CS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, while accounting for cross-sectional dependence. Built on Pesaran et al. (2001) and extended by Chudik et al. (2014), it estimates dynamic effects more parsimoniously than ARDL when autocorrelated lags are less critical. This approach is valuable for short-horizon effects and policy impact analysis. | CS-NARDL extends the nonlinear autoregressive distributed lag (NARDL) model to panel data, capturing asymmetric long-run and short-run relationships where positive and negative changes in explanatory variables have differential effects. Introduced by Shin et al. (2014) and adapted to panels, it allows studying how cross-sectional units respond differently to positive versus negative shocks while maintaining cointegrating relationships. This approach is essential for understanding economic asymmetries in commodity markets, monetary transmission, and labor markets. |
| ScholarGateمجموعة البيانات ↗ |
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