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CS-NARDL/Evidence
Method evidence record

CS-NARDL

CS-NARDL extends the nonlinear autoregressive distributed lag (NARDL) model to panel data, capturing asymmetric long-run and short-run relationships where positive and negative changes in explanatory variables have differential effects. Introduced by Shin et al. (2014) and adapted to panels, it allows studying how cross-sectional units respond differently to positive versus negative shocks while maintaining cointegrating relationships. This approach is essential for understanding economic asymmetries in commodity markets, monetary transmission, and labor markets.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Cross-Sectional Nonlinear Autoregressive Distributed Lag
Taxonomic method record · regression-model / econometrics
  • Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a system of nonlinear autoregressive distributed lag equations. Econometric Reviews, 33(1), 56-87. · URL
  • Wold, E. N., Serrano, G., & Gunnvaldsson, A. (2023). Panel nonlinear ARDL and asymmetric effects. Journal of Econometric Methods, 12(1), 20220039. · URL
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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method familyCS-ARDLmachine-suggested · Relational suggestion, not evidence.Same method familyCS-DLmachine-suggested · Relational suggestion, not evidence.Same method familyQARDLmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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