手法を比較

	非線形ベクトル誤差修正モデル（非線形VECM）	ARDL境界テスト（Pesaran境界テスト）
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	1989–1998	2001
提唱者	Granger & Lee (1989); Enders & Granger (1998)	Pesaran, Shin & Smith
種類	Nonlinear time-series model	Cointegration test / Autoregressive distributed lag model
原典	Enders, W., & Granger, C. W. J. (1998). Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates. Journal of Business & Economic Statistics, 16(3), 304–311.	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.
別名	nonlinear VECM, NVECM, threshold VECM, asymmetric VECM	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)
関連	2	4
概要	The Nonlinear VECM extends the standard linear VECM by allowing the speed of adjustment toward long-run equilibrium to differ depending on the sign, magnitude, or regime of deviations from that equilibrium. It captures asymmetric or threshold-driven dynamics in cointegrated time-series systems that a standard VECM would miss.	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.