Comparer des méthodes

	Bayesian NARDL : estimation bayésienne du modèle ARDL non linéaire	Modèle ARDL non linéaire (NARDL)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2014 (NARDL); Bayesian extension c. 2015–2020	2014
Auteur d'origine	Shin, Yu & Greenwood-Nimmo (NARDL base); Bayesian extension developed in subsequent applied literature	Shin, Yu & Greenwood-Nimmo
Type	Nonlinear cointegrating model with Bayesian inference	Nonlinear cointegration model
Source fondatrice	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. C. Horrace & R. C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications (pp. 281–314). Springer.	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.
Alias	Bayesian NARDL, Bayesian nonlinear ARDL, Bayesian asymmetric ARDL, B-NARDL	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
Apparentées	6	5
Résumé	Bayesian NARDL combines the Nonlinear Autoregressive Distributed Lag framework of Shin, Yu, and Greenwood-Nimmo (2014) with Bayesian posterior inference. It models asymmetric long-run cointegration — allowing positive and negative shocks to a regressor to have different equilibrium effects — while incorporating prior knowledge and producing full posterior distributions over all parameters, including the asymmetry gap.	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.