השוואת שיטות

	מודל פרמטרים משתנים בזמן NARDL (TVP-NARDL)	מבחן הגבולות של ARDL (מבחן הגבולות של Pesaran)	רגרסיית סף
תחום	אקונומטריקה	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model	Regression model
שנת המקור	2019 (TVP extension); 2014 (NARDL base)	2001	2000
הוגה השיטה	Bagnai & Ospina-Rojas (TVP extension); NARDL base by Shin, Yu & Greenwood-Nimmo	Pesaran, Shin & Smith	Bruce E. Hansen
סוג	Nonlinear time-series model with time-varying coefficients	Cointegration test / Autoregressive distributed lag model	Nonlinear regime-switching regression
מקור מכונן	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. Horrace & R. 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.	Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603.
כינויים	TVP-NARDL, time-varying NARDL, rolling NARDL, dynamic asymmetric ARDL	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)	threshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression)
קשורות	3	4	5
תקציר	The Time-Varying Parameter NARDL (TVP-NARDL) model extends the Nonlinear ARDL framework by allowing the coefficients on positive and negative partial sums of a regressor to change over time. This combination captures both asymmetric responses and structural instability in long-run and short-run relationships within a single cointegrating specification.	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.	Threshold regression is a nonlinear, regime-switching model in which the regression parameters take different values above and below an estimated threshold value of a threshold variable. The sample-splitting and threshold-estimation framework was developed by Bruce E. Hansen (2000) and is widely used for time-series and panel data with structural breaks and regime-dependent relationships.