Comparer des méthodes

	Test des bornes ARDL non linéaire (NARDL)	Test des bornes ARDL (Test des bornes de Pesaran)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2014	2001
Auteur d'origine	Shin, Yu, and Greenwood-Nimmo	Pesaran, Shin & Smith
Type	Asymmetric cointegration test	Cointegration test / Autoregressive distributed lag 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 (pp. 281-314). Springer.	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	NARDL, asymmetric ARDL, nonlinear bounds testing approach, NARDL bounds testing	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)
Apparentées	1	4
Résumé	The Nonlinear ARDL bounds test, developed by Shin, Yu, and Greenwood-Nimmo (2014), extends the linear ARDL framework to detect asymmetric long-run relationships in time series. By decomposing a regressor into positive and negative partial sums, NARDL simultaneously tests for cointegration and estimates separate long-run effects for increases and decreases — without requiring all variables to be integrated of the same order.	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.