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Model d'Autoregressió Distribuïda No Lineal (NARDL)×Regressió per Mínims Quadrats Ordinàris (MQO)×Regressió quantílica×
CampEconometriaEconometriaEconometria
FamíliaRegression modelRegression modelRegression model
Any d'origen201420191978
Autor originalShin, Yu & Greenwood-NimmoWooldridge (textbook treatment); classical least squaresKoenker & Bassett
TipusAsymmetric cointegration / error-correction modelLinear regressionConditional quantile regression
Font seminalShin, Y., Yu, B. & Greenwood-Nimmo, M. (2014). Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. In: Sickles, R. & Horrace, W. (Eds.), Festschrift in Honor of Peter Schmidt. Springer. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Àliesnonlinear ARDL, asymmetric ARDL, Doğrusal Olmayan ARDL (NARDL)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyon
Relacionats455
ResumThe NARDL model, introduced by Shin, Yu and Greenwood-Nimmo in 2014, extends the ARDL framework to capture asymmetric long-run and short-run relationships, testing whether positive and negative changes in a regressor affect the dependent variable differently.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
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ScholarGateCompara mètodes: NARDL Model · OLS Regression · Quantile Regression. Recuperat el 2026-06-18 de https://scholargate.app/ca/compare