مقایسهٔ روش‌ها

	آزمون کرانه‌های بیزی ARDL	آزمون هم‌انباشتگی انگل-گرنجر
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2001 (ARDL); Bayesian extension 2010s	1987
پدیدآور	Pesaran, Shin & Smith (ARDL framework, 2001); Bayesian adaptation by subsequent literature	Robert F. Engle and Clive W. J. Granger
نوع	Cointegration / bounds testing	Cointegration test
منبع بنیادین	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.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
نام‌های دیگر	Bayesian ARDL, Bayesian bounds testing approach, Bayes ARDL cointegration, Bayesian PSS bounds test	EG cointegration test, Engle-Granger two-step method, residual-based cointegration test, EG test
مرتبط	5	5
خلاصه	The Bayesian ARDL Bounds Test extends the classical Pesaran-Shin-Smith (2001) bounds testing approach to cointegration by embedding it within a Bayesian inferential framework. Instead of relying on frequentist F- and t-statistics with tabulated critical values, the researcher specifies prior distributions on the model parameters and derives posterior evidence of a long-run level relationship between variables that may be integrated of order zero or one.	The Engle-Granger two-step method tests whether two or more non-stationary I(1) time series share a common stochastic trend — that is, whether a linear combination of them is stationary. If cointegration is confirmed, an error-correction model (ECM) can be estimated to capture both short-run dynamics and long-run equilibrium adjustment.