قارن الطرق
راجع الطرق التي اخترتها جنبًا إلى جنب؛ الصفوف المختلفة مميَّزة.
| نموذج الانحدار الذاتي الموزع غير الخطي للبيانات المقطعية (Panel NARDL)× | نموذج تصحيح الخطأ المتجه اللوحي (Panel VECM)× | |
|---|---|---|
| المجال | الاقتصاد القياسي | الاقتصاد القياسي |
| العائلة | Regression model | Regression model |
| سنة النشأة≠ | 2014–2018 | 1987–1995 |
| صاحب الطريقة≠ | Shin, Yu & Greenwood-Nimmo (2014), extended to panel settings by subsequent authors | Engle & Granger (1987) for VECM; Holtz-Eakin, Newey & Rosen (1988) for panel VAR extension |
| النوع≠ | Nonlinear dynamic panel model | Multivariate dynamic panel 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. DOI ↗ | Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276. DOI ↗ |
| الأسماء البديلة | Panel Nonlinear ARDL, panel asymmetric ARDL, panel NARDL bounds test, nonlinear panel cointegration model | Panel VECM, panel vector error correction model, PVECM, panel cointegrating VAR |
| ذات صلة≠ | 4 | 5 |
| الملخص≠ | Panel NARDL extends the time-series NARDL framework of Shin, Yu and Greenwood-Nimmo (2014) to a panel data setting, allowing researchers to detect asymmetric long-run and short-run relationships between variables across multiple cross-sections simultaneously. By decomposing the regressor into positive and negative partial sums, the model tests whether increases and decreases in an explanatory variable have different effects on the outcome. | Panel VECM combines vector error correction modelling with panel data, simultaneously capturing the long-run cointegrating equilibrium among multiple I(1) variables and their short-run adjustment dynamics across multiple cross-sectional units. It is the standard framework when panel variables share at least one common stochastic trend. |
| ScholarGateمجموعة البيانات ↗ |
|
|