Porovnat metody

	Strukturní zlom v NARDL	Test ARDL hranic se strukturálními zlomy
Obor	Ekonometrie	Ekonometrie
Rodina	Regression model	Regression model
Rok vzniku	2014–2018	2001–2010s
Tvůrce	Shin, Yu & Greenwood-Nimmo (NARDL base); structural break extensions by subsequent applied researchers	Pesaran, Shin & Smith (bounds framework); structural break extensions by Bahmani-Oskooee, Enders & Jones, and others
Typ	Nonlinear cointegration with structural breaks	Cointegration / bounds test
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.	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.
Další názvy	SB-NARDL, NARDL with structural breaks, nonlinear ARDL with break, asymmetric ARDL structural break	SB-ARDL bounds test, ARDL bounds test with structural break, Fourier ARDL bounds test, break-augmented bounds testing
Příbuzné	6	6
Shrnutí	Structural Break NARDL extends the Nonlinear Autoregressive Distributed Lag (NARDL) bounds-testing framework by explicitly accommodating one or more structural breaks in the long-run relationship. It separates positive and negative changes in the regressor, tests for cointegration, and allows regime shifts, providing a richer picture of asymmetric and break-sensitive dynamics between variables.	The structural break ARDL bounds test extends the Pesaran, Shin and Smith (2001) bounds testing framework to accommodate one or more structural breaks in the long-run relationship between time-series variables. By incorporating break dummies or smooth Fourier terms into the ARDL error-correction equation, it allows researchers to test for cointegration even when the data have experienced shifts in intercept or slope caused by policy changes, crises, or regime switches.