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गैर-रेखीय एआरडीएल (NARDL) मॉडल×क्वांटाइल रिग्रेशन×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष20141978
प्रवर्तकShin, Yu & Greenwood-NimmoKoenker & Bassett
प्रकारNonlinear cointegration modelConditional quantile regression
मौलिक स्रोतShin, 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. link ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
उपनामNARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration modelconditional quantile regression, regression quantiles, Kantil Regresyon
संबंधित55
सारांशThe 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.Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
ScholarGateडेटासेट
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  1. v1
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  3. PUBLISHED

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ScholarGateविधियों की तुलना करें: Nonlinear ARDL · Quantile Regression. 2026-06-18 को यहाँ से प्राप्त https://scholargate.app/hi/compare