পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| ভেক্টর অটো রিগ্রেশন (VAR) মডেল× | ARDL বাউন্ডস টেস্ট (পেসারান বাউন্ডস টেস্ট)× | |
|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি |
| পরিবার | Regression model | Regression model |
| উদ্ভবের বছর≠ | 2005 | 2001 |
| প্রবর্তক≠ | Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition | Pesaran, Shin & Smith |
| ধরন≠ | Multivariate time-series model | Cointegration test / Autoregressive distributed lag model |
| মৌলিক উৎস≠ | Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗ | Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics, 16(3), 289–326. DOI ↗ |
| অপর নাম | vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon | Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test) |
| সম্পর্কিত | 4 | 4 |
| সারসংক্ষেপ≠ | Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005). | The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations. |
| ScholarGateডেটাসেট ↗ |
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