Vertaile menetelmiä
Tarkastele valitsemiasi menetelmiä rinnakkain; eroavat rivit korostetaan.
| ARDL-raja-testi (Pesaranin raja-testi)× | Epälineaarinen autoregressiivinen hajautettu viive (NARDL) -malli× | |
|---|---|---|
| Tieteenala | Ekonometria | Ekonometria |
| Menetelmäperhe | Regression model | Regression model |
| Syntyvuosi≠ | 2001 | 2014 |
| Kehittäjä≠ | Pesaran, Shin & Smith | Shin, Yu & Greenwood-Nimmo |
| Tyyppi≠ | Cointegration test / Autoregressive distributed lag model | Asymmetric cointegration / error-correction model |
| Alkuperäislähde≠ | 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. DOI ↗ | Shin, Y., Yu, B. & Greenwood-Nimmo, M. (2014). Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. In: Sickles, R. & Horrace, W. (Eds.), Festschrift in Honor of Peter Schmidt. Springer. DOI ↗ |
| Rinnakkaisnimet≠ | Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test) | nonlinear ARDL, asymmetric ARDL, Doğrusal Olmayan ARDL (NARDL) |
| Liittyvät | 4 | 4 |
| Tiivistelmä≠ | 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. | The NARDL model, introduced by Shin, Yu and Greenwood-Nimmo in 2014, extends the ARDL framework to capture asymmetric long-run and short-run relationships, testing whether positive and negative changes in a regressor affect the dependent variable differently. |
| ScholarGateAineisto ↗ |
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