विधियों की तुलना करें

	वेक्टर ऑटोरिग्रेशन (VAR) मॉडल	ARDL सीमा परीक्षण (Pesaran सीमा परीक्षण)	वेक्टर एरर करेक्शन मॉडल (VECM)
क्षेत्र	अर्थमिति	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model	Regression model
उद्भव वर्ष	2005	2001	1987
प्रवर्तक	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition	Pesaran, Shin & Smith	Engle & Granger
प्रकार	Multivariate time-series model	Cointegration test / Autoregressive distributed lag model	Multivariate time-series model
मौलिक स्रोत	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. 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.	Engle, R. F. & Granger, C. W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2), 251-276.
उपनाम	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)	vector error correction model, error correction model, cointegration model, VECM (Vektör Hata Düzeltme Modeli)
संबंधित	4	4	4
सारांश	Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005).	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.	The Vector Error Correction Model is a multivariate time-series model for cointegrated series that captures both their short-run dynamics and their long-run equilibrium relationship. It was introduced by Engle and Granger in 1987 as part of the cointegration and error-correction framework.