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نموذج الانحدار الذاتي الموزع غير الخطي عبر المقاطع (CS-NARDL)×نموذج الانحدار الذاتي المتجهي للبيانات المقطعية (Panel VARX)×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة20142013
صاحب الطريقةYongcheol Shin and colleaguesCanova and Ciccarelli
النوعAsymmetric panel modelMulti-equation panel model
المصدر التأسيسيShin, 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 ↗Canova, F., & Ciccarelli, M. (2013). Panel vector autoregressive models: A survey. Advances in Econometrics, 32, 205-246. DOI ↗
الأسماء البديلةNARDL panelPanel VAR-X
ذات صلة33
الملخصCS-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.Panel VARX extends vector autoregression to heterogeneous panels with exogenous variables, enabling simultaneous modeling of multiple endogenous variables alongside observed external factors across many units. Introduced by Holtz-Eakin et al. (1988) and advanced by Canova and Ciccarelli (2013), it captures dynamic relationships within units while allowing parameters to vary across units. This framework is essential for macroeconomic panels and understanding cross-unit heterogeneity in responses to common shocks.
ScholarGateمجموعة البيانات
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  2. 2 المصادر
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  1. v1
  2. 2 المصادر
  3. PUBLISHED

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ScholarGateقارن الطرق: CS-NARDL · Panel VARX. استُرجع بتاريخ 2026-06-19 من https://scholargate.app/ar/compare