Porovnat metody

	Test ARDL s mezemi časově proměnných parametrů	Nelineární ARDL (NARDL) model
Obor	Ekonometrie	Ekonometrie
Rodina	Regression model	Regression model
Rok vzniku	2010s	2014
Tvůrce	Extension of Pesaran, Shin & Smith (2001); TVP variant developed in applied time-series literature ca. 2010s	Shin, Yu & Greenwood-Nimmo
Typ	Cointegration / bounds test with time-varying coefficients	Nonlinear cointegration model
Původní zdroj	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.	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.
Další názvy	TVP-ARDL bounds test, time-varying ARDL cointegration, TVP bounds testing approach, dynamic ARDL bounds test	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
Příbuzné	2	5
Shrnutí	The time-varying parameter ARDL bounds test extends the classic Pesaran-Shin-Smith (2001) bounds testing framework by allowing regression coefficients to evolve continuously over time. It detects whether a long-run cointegrating relationship between variables exists and whether that relationship has been stable or shifting across the sample period.	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.