Salīdzināt metodes

	Robusta robežu testēšana ARDL paneļiem	Panel modeļa nelīnārā autoregresīvā sadalītā nobīde (Panel NARDL)
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	2001	2014–2018
Autors	Pesaran, Shin & Smith	Shin, Yu & Greenwood-Nimmo (2014), extended to panel settings by subsequent authors
Tips	Bounds test for cointegration	Nonlinear dynamic panel model
Pirmavots	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.	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 (pp. 281–314). Springer.
Citi nosaukumi	Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test	Panel Nonlinear ARDL, panel asymmetric ARDL, panel NARDL bounds test, nonlinear panel cointegration model
Saistītās	6	4
Kopsavilkums	The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both.	Panel 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.