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| نموذج فورير غير الخطي لنموذج الانحدار الذاتي الموزون (Fourier NARDL)× | نموذج الانحدار الذاتي غير الخطي (NARDL)× | |
|---|---|---|
| المجال | الاقتصاد القياسي | الاقتصاد القياسي |
| العائلة | Regression model | Regression model |
| سنة النشأة≠ | 2014–2020s | 2014 |
| صاحب الطريقة≠ | Extension of Shin, Yu & Greenwood-Nimmo (2014) NARDL, incorporating Fourier terms from Becker, Enders & Lee (2006) | Shin, Yu & Greenwood-Nimmo |
| النوع≠ | Nonlinear cointegrating model with smooth break approximation | Nonlinear cointegration model |
| المصدر التأسيسي≠ | 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 ↗ | 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: Econometric Methods and Applications (pp. 281–314). Springer. link ↗ |
| الأسماء البديلة | Fourier NARDL, Fourier nonlinear ARDL, F-NARDL, Fourier asymmetric ARDL | NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model |
| ذات صلة≠ | 6 | 5 |
| الملخص≠ | Fourier NARDL extends the Nonlinear ARDL (NARDL) bounds-testing framework by adding Fourier trigonometric terms to the error-correction equation, allowing the model to capture smooth, gradual structural breaks in the long-run relationship without requiring the researcher to know or specify the break date in advance. | The Nonlinear ARDL (NARDL) model extends the linear ARDL bounds-testing framework to allow asymmetric long-run and short-run relationships. By decomposing the regressor into cumulative positive and negative partial sums, it tests whether increases and decreases in a variable exert different effects on the outcome — a feature especially relevant in financial and energy economics where positive and negative shocks rarely cancel out symmetrically. |
| ScholarGateمجموعة البيانات ↗ |
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