قارن الطرق
راجع الطرق التي اخترتها جنبًا إلى جنب؛ الصفوف المختلفة مميَّزة.
| الـمربعات الصغرى العادية غير الخطية (Nonlinear OLS)× | نموذج الانحدار الذاتي غير الخطي (NARDL)× | |
|---|---|---|
| المجال | الاقتصاد القياسي | الاقتصاد القياسي |
| العائلة | Regression model | Regression model |
| سنة النشأة≠ | 1974–1987 | 2014 |
| صاحب الطريقة≠ | Gallant (1987); Wooldridge (2010) for econometric treatment | Shin, Yu & Greenwood-Nimmo |
| النوع≠ | Nonlinear regression estimator | Nonlinear cointegration model |
| المصدر التأسيسي≠ | Gallant, A. R. (1987). Nonlinear Statistical Models. John Wiley & Sons. ISBN: 978-0471802600 | 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 | nonlinear least squares, NLS, NLLS, nonlinear regression | NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model |
| ذات صلة | 5 | 5 |
| الملخص≠ | Nonlinear Ordinary Least Squares (NLS) estimates regression models in which the conditional mean function is nonlinear in the parameters. Like standard OLS it minimises the sum of squared residuals, but because no closed-form solution exists the estimator is found by iterative numerical optimisation. Under standard regularity conditions NLS is consistent and asymptotically normal. | 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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