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Nichtlineares Autoregressives Distributives Lag-Modell (NARDL)×Quantile Regression×
FachgebietÖkonometrieÖkonometrie
FamilieRegression modelRegression model
Entstehungsjahr20141978
UrheberShin, Yu & Greenwood-NimmoKoenker & Bassett
TypAsymmetric cointegration / error-correction modelConditional quantile regression
Wegweisende QuelleShin, Y., Yu, B. & Greenwood-Nimmo, M. (2014). Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. In: Sickles, R. & Horrace, W. (Eds.), Festschrift in Honor of Peter Schmidt. Springer. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Aliasnamennonlinear ARDL, asymmetric ARDL, Doğrusal Olmayan ARDL (NARDL)conditional quantile regression, regression quantiles, Kantil Regresyon
Verwandt45
ZusammenfassungThe NARDL model, introduced by Shin, Yu and Greenwood-Nimmo in 2014, extends the ARDL framework to capture asymmetric long-run and short-run relationships, testing whether positive and negative changes in a regressor affect the dependent variable differently.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.
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ScholarGateMethoden vergleichen: NARDL Model · Quantile Regression. Abgerufen am 2026-06-15 von https://scholargate.app/de/compare