Compara mètodes

	Test de Cointegració de Johansen No Lineal	Model ARDL no lineal (NARDL)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	2001	2014
Autor original	Breitung (2001), building on Johansen (1988, 1991)	Shin, Yu & Greenwood-Nimmo
Tipus	Nonparametric rank-based cointegration test	Nonlinear cointegration model
Font seminal	Breitung, J. (2001). Rank tests for nonlinear cointegration. Journal of Business and Economic Statistics, 19(3), 331-340.	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	nonlinear cointegration test, threshold Johansen cointegration, rank test for nonlinear cointegration, nonlinear VECM cointegration	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
Relacionats	3	5
Resum	Nonlinear Johansen cointegration extends the classical Johansen framework to detect long-run equilibrium relationships among integrated time series when the adjustment process is nonlinear. Using rank-based transformations, the approach tests for cointegration without assuming a linear error-correction mechanism, making it suitable for economic relationships characterized by asymmetric or threshold dynamics.	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.