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	Test di Cointegrazione di Johansen Non Lineare	Modello ARDL Non Lineare (NARDL)
Campo	Econometria	Econometria
Famiglia	Regression model	Regression model
Anno di origine	2001	2014
Ideatore	Breitung (2001), building on Johansen (1988, 1991)	Shin, Yu & Greenwood-Nimmo
Tipo	Nonparametric rank-based cointegration test	Nonlinear cointegration model
Fonte seminale	Breitung, J. (2001). Rank tests for nonlinear cointegration. Journal of Business and Economic Statistics, 19(3), 331-340.	Shin, 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.
Alias	nonlinear cointegration test, threshold Johansen cointegration, rank test for nonlinear cointegration, nonlinear VECM cointegration	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
Correlati	3	5
Sintesi	Nonlinear Johansen cointegration extends the classical Johansen framework to detect long-run equilibrium relationships among integrated time series when the adjustment process is nonlinear. Using rank-based transformations, the approach tests for cointegration without assuming a linear error-correction mechanism, making it suitable for economic relationships characterized by asymmetric or threshold dynamics.	The 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.