手法を比較

	Bayesian NARDL: 非線形ARDLとベイズ推定	非線形ARDL (NARDL) モデル
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	2014 (NARDL); Bayesian extension c. 2015–2020	2014
提唱者	Shin, Yu & Greenwood-Nimmo (NARDL base); Bayesian extension developed in subsequent applied literature	Shin, Yu & Greenwood-Nimmo
種類	Nonlinear cointegrating model with Bayesian inference	Nonlinear cointegration model
原典	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. C. Horrace & R. C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications (pp. 281–314). Springer.	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.
別名	Bayesian NARDL, Bayesian nonlinear ARDL, Bayesian asymmetric ARDL, B-NARDL	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
関連	6	5
概要	Bayesian NARDL combines the Nonlinear Autoregressive Distributed Lag framework of Shin, Yu, and Greenwood-Nimmo (2014) with Bayesian posterior inference. It models asymmetric long-run cointegration — allowing positive and negative shocks to a regressor to have different equilibrium effects — while incorporating prior knowledge and producing full posterior distributions over all parameters, including the asymmetry gap.	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.