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مدل NARDL مقطعی×ARDL کوانتایل×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش20142006
پدیدآورYongcheol Shin and colleaguesRoger Koenker and Zhijie Xiao
نوعAsymmetric panel modelConditional distribution model
منبع بنیادینShin, 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. link ↗Koenker, R., & Xiao, Z. (2006). Quantile autoregression. Journal of the American Statistical Association, 101(475), 980-990. DOI ↗
نام‌های دیگرNARDL panelQuantile ARDL
مرتبط33
خلاصهCS-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.QARDL (Quantile Autoregressive Distributed Lag) combines quantile regression with ARDL modeling to estimate conditional relationships at different points of the distribution, revealing heterogeneous short-run and long-run effects. Introduced by Koenker and Xiao (2006) and refined by Cho et al. (2015), it captures how the effect of explanatory variables on outcomes varies across quantiles, essential for understanding tail behavior and distributional impacts rather than just mean effects.
ScholarGateمجموعه‌داده
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  1. v1
  2. 2 منابع
  3. PUBLISHED

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ScholarGateمقایسهٔ روش‌ها: CS-NARDL · QARDL. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare