Comparer des méthodes

	Modèle à Retards Distribués en Coupe Transversale	NARDL en coupe transversale (CS-NARDL)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2001	2014
Auteur d'origine	Pesaran, Shin, and Smith	Yongcheol Shin and colleagues
Type	Distributed lag model	Asymmetric panel model
Source fondatrice	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships and dynamics. Journal of Applied Econometrics, 16(3), 289-326.	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a system of nonlinear autoregressive distributed lag equations. Econometric Reviews, 33(1), 56-87.
Alias	Panel distributed lag model	NARDL panel
Apparentées	3	3
Résumé	CS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, while accounting for cross-sectional dependence. Built on Pesaran et al. (2001) and extended by Chudik et al. (2014), it estimates dynamic effects more parsimoniously than ARDL when autocorrelated lags are less critical. This approach is valuable for short-horizon effects and policy impact analysis.	CS-NARDL extends the nonlinear autoregressive distributed lag (NARDL) model to panel data, capturing asymmetric long-run and short-run relationships where positive and negative changes in explanatory variables have differential effects. Introduced by Shin et al. (2014) and adapted to panels, it allows studying how cross-sectional units respond differently to positive versus negative shocks while maintaining cointegrating relationships. This approach is essential for understanding economic asymmetries in commodity markets, monetary transmission, and labor markets.