Sammenlign metoder

	Fourier Nonlinear ARDL (Fourier NARDL)	Ikke-lineær ARDL (NARDL) Model
Fagområde	Økonometri	Økonometri
Familie	Regression model	Regression model
Oprindelsesår	2014–2020s	2014
Ophavsperson	Extension of Shin, Yu & Greenwood-Nimmo (2014) NARDL, incorporating Fourier terms from Becker, Enders & Lee (2006)	Shin, Yu & Greenwood-Nimmo
Type	Nonlinear cointegrating model with smooth break approximation	Nonlinear cointegration model
Oprindelig kilde	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.	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.
Aliasser	Fourier NARDL, Fourier nonlinear ARDL, F-NARDL, Fourier asymmetric ARDL	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
Relaterede	6	5
Resumé	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 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.