مقایسهٔ روش‌ها

	آزمون کرانه‌های ARDL با پارامترهای متغیر با زمان	مدل خودرگرسیون برداری غیرخطی (NARDL)
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	2010s	2014
پدیدآور	Extension of Pesaran, Shin & Smith (2001); TVP variant developed in applied time-series literature ca. 2010s	Shin, Yu & Greenwood-Nimmo
نوع	Cointegration / bounds test with time-varying coefficients	Nonlinear cointegration model
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.	Shin, 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: Econometric Methods and Applications (pp. 281–314). Springer.
نام‌های دیگر	TVP-ARDL bounds test, time-varying ARDL cointegration, TVP bounds testing approach, dynamic ARDL bounds test	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
مرتبط	2	5
خلاصه	The time-varying parameter ARDL bounds test extends the classic Pesaran-Shin-Smith (2001) bounds testing framework by allowing regression coefficients to evolve continuously over time. It detects whether a long-run cointegrating relationship between variables exists and whether that relationship has been stable or shifting across the sample period.	The Nonlinear ARDL (NARDL) model extends the linear ARDL bounds-testing framework to allow asymmetric long-run and short-run relationships. By decomposing the regressor into cumulative positive and negative partial sums, it tests whether increases and decreases in a variable exert different effects on the outcome — a feature especially relevant in financial and energy economics where positive and negative shocks rarely cancel out symmetrically.