手法を比較

	クロスセクショナルNARDL	Cross-Sectional ARDL (CS-ARDL)
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	2014	2006
提唱者	Yongcheol Shin and colleagues	Pesaran and colleagues
種類	Asymmetric panel model	Dynamic panel model
原典	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a system of nonlinear autoregressive distributed lag equations. Econometric Reviews, 33(1), 56-87.	Pesaran, M. H., & Smith, R. (2016). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117.
別名	NARDL panel	Panel ARDL with cross-sectional dependence
関連	3	3
概要	CS-NARDL extends the nonlinear autoregressive distributed lag (NARDL) model to panel data, capturing asymmetric long-run and short-run relationships where positive and negative changes in explanatory variables have differential effects. Introduced by Shin et al. (2014) and adapted to panels, it allows studying how cross-sectional units respond differently to positive versus negative shocks while maintaining cointegrating relationships. This approach is essential for understanding economic asymmetries in commodity markets, monetary transmission, and labor markets.	CS-ARDL (Cross-Sectional ARDL) applies the ARDL framework to panel data while explicitly accounting for cross-sectional dependence—correlation of shocks and relationships across units (countries, firms, regions). Introduced by Pesaran and colleagues (2016), it extends panel ARDL methods to handle common factors or global shocks affecting all units simultaneously. This is crucial for realistic modeling of internationally integrated economies and firm networks.