विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| अरैखिक ऑटोरेग्रेसिव डिस्ट्रीब्यूटेड लैग (NARDL) मॉडल× | स्मूथ ट्रांज़िशन ऑटोरिग्रेसिव (STAR) मॉडल× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 2014 | 1994 |
| प्रवर्तक≠ | Shin, Yu & Greenwood-Nimmo | Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002) |
| प्रकार≠ | Asymmetric cointegration / error-correction model | Nonlinear time-series regime-switching model |
| मौलिक स्रोत≠ | Shin, Y., Yu, B. & Greenwood-Nimmo, M. (2014). Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. In: Sickles, R. & Horrace, W. (Eds.), Festschrift in Honor of Peter Schmidt. Springer. DOI ↗ | Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218. DOI ↗ |
| उपनाम≠ | nonlinear ARDL, asymmetric ARDL, Doğrusal Olmayan ARDL (NARDL) | smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR |
| संबंधित | 4 | 4 |
| सारांश≠ | The NARDL model, introduced by Shin, Yu and Greenwood-Nimmo in 2014, extends the ARDL framework to capture asymmetric long-run and short-run relationships, testing whether positive and negative changes in a regressor affect the dependent variable differently. | The Smooth Transition Autoregressive (STAR) model is a nonlinear time-series model, developed in Teräsvirta's 1994 framework, that lets the dynamics move smoothly rather than abruptly between two regimes. The logistic variant (LSTAR) captures asymmetric business cycles and the exponential variant (ESTAR) captures purchasing-power-parity deviations. |
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