Σύγκριση μεθόδων

	Μοντέλο Robust Nonlinear Autoregressive Distributed Lag (Robust NARDL)	Παλινδρόμηση Ποσοστημορίων
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	2014–2020s	1978
Δημιουργός	Extension of Shin, Yu & Greenwood-Nimmo (2014) NARDL framework with robust (outlier-resistant) estimation	Koenker & Bassett
Τύπος	Nonlinear time-series regression with robust estimation	Conditional quantile regression
Θεμελιώδης πηγή	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.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Εναλλακτικές ονομασίες	Robust Nonlinear ARDL, Outlier-Robust NARDL, Robust Asymmetric ARDL, R-NARDL	conditional quantile regression, regression quantiles, Kantil Regresyon
Συναφείς	3	5
Σύνοψη	Robust NARDL marries the asymmetric cointegration framework of Shin, Yu, and Greenwood-Nimmo (2014) with outlier-resistant estimation. It decomposes a regressor into positive and negative partial sums, tests for asymmetric long-run relationships via a bounds test, and replaces the OLS criterion with an M- or MM-estimator to guard against leverage points and additive outliers common in macroeconomic and financial time series.	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.