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Panel ARDL Bounds Test/Evidence
Method evidence record

Panel ARDL Bounds Test

The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both.

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Source record

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

Panel Autoregressive Distributed Lag Bounds Testing Approach
Taxonomic method record · regression-model / econometrics
  • 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. · URL
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

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

Taxonomic bucketNonlinear ARDLmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Engle-Granger Cointegrationmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Granger Causalitymachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Johansen Cointegrationmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel NARDLmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel VECMmachine-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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