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مدل خودرگرسیونی غیرخطی توزیع‌شده با وقفه پنل (Panel NARDL)×مدل تصحیح خطای برداری پنل (Panel VECM)×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش2014–20181987–1995
پدیدآورShin, Yu & Greenwood-Nimmo (2014), extended to panel settings by subsequent authorsEngle & Granger (1987) for VECM; Holtz-Eakin, Newey & Rosen (1988) for panel VAR extension
نوعNonlinear dynamic panel modelMultivariate dynamic panel model
منبع بنیادینShin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer. DOI ↗Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276. DOI ↗
نام‌های دیگرPanel Nonlinear ARDL, panel asymmetric ARDL, panel NARDL bounds test, nonlinear panel cointegration modelPanel VECM, panel vector error correction model, PVECM, panel cointegrating VAR
مرتبط45
خلاصهPanel NARDL extends the time-series NARDL framework of Shin, Yu and Greenwood-Nimmo (2014) to a panel data setting, allowing researchers to detect asymmetric long-run and short-run relationships between variables across multiple cross-sections simultaneously. By decomposing the regressor into positive and negative partial sums, the model tests whether increases and decreases in an explanatory variable have different effects on the outcome.Panel VECM combines vector error correction modelling with panel data, simultaneously capturing the long-run cointegrating equilibrium among multiple I(1) variables and their short-run adjustment dynamics across multiple cross-sectional units. It is the standard framework when panel variables share at least one common stochastic trend.
ScholarGateمجموعه‌داده
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  1. v1
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  3. PUBLISHED

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