Comparer des méthodes

	Test des bornes bayésien ARDL	Test des bornes ARDL (Test des bornes de Pesaran)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2001 (ARDL); Bayesian extension 2010s	2001
Auteur d'origine	Pesaran, Shin & Smith (ARDL framework, 2001); Bayesian adaptation by subsequent literature	Pesaran, Shin & Smith
Type	Cointegration / bounds testing	Cointegration test / Autoregressive distributed lag model
Source fondatrice	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.	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.
Alias	Bayesian ARDL, Bayesian bounds testing approach, Bayes ARDL cointegration, Bayesian PSS bounds test	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)
Apparentées	5	4
Résumé	The Bayesian ARDL Bounds Test extends the classical Pesaran-Shin-Smith (2001) bounds testing approach to cointegration by embedding it within a Bayesian inferential framework. Instead of relying on frequentist F- and t-statistics with tabulated critical values, the researcher specifies prior distributions on the model parameters and derives posterior evidence of a long-run level relationship between variables that may be integrated of order zero or one.	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.