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انحدار الكميات بطريقة العزوم×الانحدار الذاتي الموزع بتباطؤ كمي (Quantile ARDL)×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة20042006
صاحب الطريقةRoger Koenker and colleaguesRoger Koenker and Zhijie Xiao
النوعDistribution regressionConditional distribution model
المصدر التأسيسيKoenker, R. (2004). Quantile regression for longitudinal data. Journal of Multivariate Analysis, 91(1), 74-89. DOI ↗Koenker, R., & Xiao, Z. (2006). Quantile autoregression. Journal of the American Statistical Association, 101(475), 980-990. DOI ↗
الأسماء البديلةGMM quantile regressionQuantile ARDL
ذات صلة33
الملخصMethod of Moments Quantile Regression combines moment-based estimation (GMM) with quantile regression to estimate distribution parameters while handling endogeneity, panel structure, and dynamic relationships. Introduced by Koenker (2004) and developed by Machado and Mata (2005), it enables distributional analysis (not just mean regression) in complex settings like dynamic panels and instrumental-variable contexts. This approach is powerful for understanding heterogeneity in treatment effects and policy impacts.QARDL (Quantile Autoregressive Distributed Lag) combines quantile regression with ARDL modeling to estimate conditional relationships at different points of the distribution, revealing heterogeneous short-run and long-run effects. Introduced by Koenker and Xiao (2006) and refined by Cho et al. (2015), it captures how the effect of explanatory variables on outcomes varies across quantiles, essential for understanding tail behavior and distributional impacts rather than just mean effects.
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: Method of Moments Quantile Regression · QARDL. استُرجع بتاريخ 2026-06-19 من https://scholargate.app/ar/compare