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| Structural Break NARDL× | Nichtlineares ARDL (NARDL)-Modell× | |
|---|---|---|
| Fachgebiet | Ökonometrie | Ökonometrie |
| Familie | Regression model | Regression model |
| Entstehungsjahr≠ | 2014–2018 | 2014 |
| Urheber≠ | Shin, Yu & Greenwood-Nimmo (NARDL base); structural break extensions by subsequent applied researchers | Shin, Yu & Greenwood-Nimmo |
| Typ≠ | Nonlinear cointegration with structural breaks | Nonlinear cointegration model |
| Wegweisende Quelle≠ | 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. DOI ↗ | 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. link ↗ |
| Aliasnamen | SB-NARDL, NARDL with structural breaks, nonlinear ARDL with break, asymmetric ARDL structural break | NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model |
| Verwandt≠ | 6 | 5 |
| Zusammenfassung≠ | 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 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. |
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