Panel ARDL Bounds Test
Panel ARDL Bounds Test udvider Pesaran, Shin og Smith (2001)s procedure for grænsetest til paneldata, hvilket giver forskere mulighed for at teste for langsigtede kointegrerende sammenhænge mellem variable uden at kræve, at alle serier er integreret af samme orden. Den anvendes bredt i makropanelstudier, hvor variable kan være I(0), I(1) eller en blanding af begge.
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Method map
The neighbourhood of related methods — select a node to explore.
Kilder
- 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. DOI: 10.1002/jae.616 ↗
- Pesaran, M. H., & Pesaran, B. (1997). Working with Microfit 4.0: Interactive Econometric Analysis. Oxford University Press. link ↗
Sådan citerer du denne side
ScholarGate. (2026, June 3). Panel Autoregressive Distributed Lag Bounds Testing Approach. ScholarGate. https://scholargate.app/da/econometrics/panel-ardl-bounds-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Ikke-lineær ARDL (NARDL) ModelØkonometri↔ compare
- Panel Engle-Granger KointegrationstestØkonometri↔ compare
- Panel Granger kausalitetstestØkonometri↔ compare
- Panel Johansen-kointegrationstestØkonometri↔ compare
- Panel NARDL (Panel Nonlinear Autoregressive Distributed Lag) ModelØkonometri↔ compare
- Panel VECM (Panel Vector Error Correction Model)Økonometri↔ compare
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