مقایسهٔ روش‌ها

	آزمون هم‌انباشتگی یوهانسن و مدل برداری تصحیح خطا	آزمون حدود ARDL (آزمون حدود پزاران)
حوزه	مالی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1991	2001
پدیدآور	Søren Johansen	Pesaran, Shin & Smith
نوع	Multivariate cointegration / vector error correction model	Cointegration test / Autoregressive distributed lag model
منبع بنیادین	Johansen, S. (1991). Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica, 59(6), 1551-1580.	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.
نام‌های دیگر	Johansen test, VECM, vector error correction model, multivariate cointegration	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)
مرتبط	3	4
خلاصه	The Johansen procedure is a multivariate cointegration framework, introduced by Søren Johansen in 1991, that tests for long-run equilibrium relationships among several I(1) time series. It determines how many cointegrating vectors link the series and then builds a Vector Error Correction Model (VECM) to describe the short-run dynamics around that equilibrium.	The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.