Compara mètodes

	ARDL no lineal de Fourier (Fourier NARDL)	Model ARDL no lineal (NARDL)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	2014–2020s	2014
Autor original	Extension of Shin, Yu & Greenwood-Nimmo (2014) NARDL, incorporating Fourier terms from Becker, Enders & Lee (2006)	Shin, Yu & Greenwood-Nimmo
Tipus	Nonlinear cointegrating model with smooth break approximation	Nonlinear cointegration model
Font seminal	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.	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.
Àlies	Fourier NARDL, Fourier nonlinear ARDL, F-NARDL, Fourier asymmetric ARDL	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
Relacionats	6	5
Resum	Fourier NARDL extends the Nonlinear ARDL (NARDL) bounds-testing framework by adding Fourier trigonometric terms to the error-correction equation, allowing the model to capture smooth, gradual structural breaks in the long-run relationship without requiring the researcher to know or specify the break date in advance.	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.