Regression modelEconometrics / time series

Structural Break NARDL

Structural Break NARDL paplašinājums Nonlinear Autoregressive Distributed Lag (NARDL) robežu testēšanas ietvaram, kas tieši paredz vienu vai vairākus strukturālus pārtraukumus ilgtermiņa sakarībā. Tas atdala pozitīvas un negatīvas izmaiņas regresorā, testē kointegrāciju un pieļauj režīmu maiņas, nodrošinot bagātīgāku asimetrisko un pārtraukumu jutīgo dinamiku starp mainīgajiem.

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  1. 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 (pp. 281–314). Springer. DOI: 10.1007/978-1-4899-8008-3_9
  2. 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. DOI: 10.1002/jae.616

Kā citēt šo lapu

ScholarGate. (2026, June 3). Structural Break Nonlinear Autoregressive Distributed Lag Model. ScholarGate. https://scholargate.app/lv/econometrics/structural-break-nardl

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ScholarGateStructural Break NARDL (Structural Break Nonlinear Autoregressive Distributed Lag Model). Izgūts 2026-06-15 no https://scholargate.app/lv/econometrics/structural-break-nardl · Datu kopa: https://doi.org/10.5281/zenodo.20539026