Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Fourier Nonlinear ARDL (Fourier NARDL)× | Odhadovač Arellano-Bond GMM× | |
|---|---|---|
| Obor | Ekonometrie | Ekonometrie |
| Rodina | Regression model | Regression model |
| Rok vzniku≠ | 2014–2020s | 1991 |
| Tvůrce≠ | Extension of Shin, Yu & Greenwood-Nimmo (2014) NARDL, incorporating Fourier terms from Becker, Enders & Lee (2006) | Manuel Arellano and Stephen Bond |
| Typ≠ | Nonlinear cointegrating model with smooth break approximation | GMM estimator for dynamic panel data |
| Původní zdroj≠ | 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. link ↗ | Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277-297. DOI ↗ |
| Další názvy | Fourier NARDL, Fourier nonlinear ARDL, F-NARDL, Fourier asymmetric ARDL | AB-GMM, Difference GMM, first-difference GMM, Arellano-Bond estimator |
| Příbuzné≠ | 6 | 5 |
| Shrnutí≠ | 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 Arellano-Bond GMM estimator is the standard approach for dynamic panel data models in which the lagged dependent variable appears as a regressor. By first-differencing to remove fixed effects and using deeper lags as instruments, it yields consistent estimates even when the error is serially correlated and regressors are endogenous. |
| ScholarGateDatová sada ↗ |
|
|