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الانحدار الذاتي الموزع بتباطؤ كمي (Quantile ARDL)×نموذج الانحدار الذاتي الموزع غير الخطي عبر المقاطع (CS-NARDL)×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة20062014
صاحب الطريقةRoger Koenker and Zhijie XiaoYongcheol Shin and colleagues
النوعConditional distribution modelAsymmetric panel model
المصدر التأسيسيKoenker, R., & Xiao, Z. (2006). Quantile autoregression. Journal of the American Statistical Association, 101(475), 980-990. DOI ↗Shin, 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 ↗
الأسماء البديلةQuantile ARDLNARDL panel
ذات صلة33
الملخصQARDL (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.CS-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.
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  3. PUBLISHED

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ScholarGateقارن الطرق: QARDL · CS-NARDL. استُرجع بتاريخ 2026-06-17 من https://scholargate.app/ar/compare