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अरेखीय स्वप्रतिगामी वितरीत अंतराल मॉडल (NARDL)×साधारण न्यूनतम वर्ग (OLS) समाश्रयण×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष20142019
प्रवर्तकShin, Yu, and Greenwood-NimmoWooldridge (textbook treatment); classical least squares
प्रकारNonlinear cointegration modelLinear 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. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
उपनामNARDL, nonlinear ARDL, asymmetric ARDL, nonlinear bounds testordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
संबंधित45
सारांशThe Nonlinear ARDL (NARDL) model extends the linear ARDL bounds-testing framework to allow asymmetric long-run and short-run relationships. By decomposing an explanatory variable into its positive and negative partial sums, it tests whether increases and decreases in a regressor have different effects on the dependent variable — a feature that linear cointegration methods cannot capture.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).
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