Compara mètodes

	NARDL amb paràmetres variables en el temps (TVP-NARDL)	La prova de límits ARDL (Pesaran Bounds Test)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	2019 (TVP extension); 2014 (NARDL base)	2001
Autor original	Bagnai & Ospina-Rojas (TVP extension); NARDL base by Shin, Yu & Greenwood-Nimmo	Pesaran, Shin & Smith
Tipus	Nonlinear time-series model with time-varying coefficients	Cointegration test / Autoregressive distributed lag model
Font seminal	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. Horrace & R. Sickles (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer.	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.
Àlies	TVP-NARDL, time-varying NARDL, rolling NARDL, dynamic asymmetric ARDL	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)
Relacionats	3	4
Resum	The Time-Varying Parameter NARDL (TVP-NARDL) model extends the Nonlinear ARDL framework by allowing the coefficients on positive and negative partial sums of a regressor to change over time. This combination captures both asymmetric responses and structural instability in long-run and short-run relationships within a single cointegrating specification.	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.