Porovnat metody

	Robustní nelineární autoregresní distribuovaný model zpoždění (Robust NARDL)	Regrese metodou ordinárních nejmenších čtverců (OLS)	Kvantilová regrese
Obor	Ekonometrie	Ekonometrie	Ekonometrie
Rodina	Regression model	Regression model	Regression model
Rok vzniku	2014–2020s	2019	1978
Tvůrce	Extension of Shin, Yu & Greenwood-Nimmo (2014) NARDL framework with robust (outlier-resistant) estimation	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett
Typ	Nonlinear time-series regression with robust estimation	Linear regression	Conditional quantile regression
Původní zdroj	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. C. Horrace & R. C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Další názvy	Robust Nonlinear ARDL, Outlier-Robust NARDL, Robust Asymmetric ARDL, R-NARDL	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon
Příbuzné	3	5	5
Shrnutí	Robust NARDL marries the asymmetric cointegration framework of Shin, Yu, and Greenwood-Nimmo (2014) with outlier-resistant estimation. It decomposes a regressor into positive and negative partial sums, tests for asymmetric long-run relationships via a bounds test, and replaces the OLS criterion with an M- or MM-estimator to guard against leverage points and additive outliers common in macroeconomic and financial time series.	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.