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Model Autoregresif Terdistribusi Lag Nonlinier Panel (Panel NARDL)×Uji Kointegrasi Panel (Pedroni, Kao, Westerlund)×
BidangEkonometrikaEkonometrika
KeluargaRegression modelRegression model
Tahun asal2014–20182004
PencetusShin, Yu & Greenwood-Nimmo (2014), extended to panel settings by subsequent authorsPedroni; Kao; Westerlund
TipeNonlinear dynamic panel modelPanel cointegration test
Sumber perintisShin, 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 (pp. 281–314). Springer. DOI ↗Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625. DOI ↗
AliasPanel Nonlinear ARDL, panel asymmetric ARDL, panel NARDL bounds test, nonlinear panel cointegration modelPedroni cointegration test, Kao cointegration test, Westerlund cointegration test, panel long-run equilibrium tests
Terkait43
RingkasanPanel NARDL extends the time-series NARDL framework of Shin, Yu and Greenwood-Nimmo (2014) to a panel data setting, allowing researchers to detect asymmetric long-run and short-run relationships between variables across multiple cross-sections simultaneously. By decomposing the regressor into positive and negative partial sums, the model tests whether increases and decreases in an explanatory variable have different effects on the outcome.Panel cointegration tests check whether a set of integrated variables share a stable long-run equilibrium relationship across a panel of cross-sectional units. Pedroni (1999, 2004) provides heterogeneous-panel tests with seven statistics, Kao (1999) gives an ADF-based homogeneous-panel test, and Westerlund (2007) adds error-correction-based tests robust to structural breaks and cross-sectional dependence.
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ScholarGateBandingkan metode: Panel NARDL · Panel Cointegration Tests. Diakses 2026-06-15 dari https://scholargate.app/id/compare