ScholarGate
Asystent

Porównaj metody

Przeglądaj wybrane metody obok siebie; wiersze, które się różnią, są wyróżnione.

Model nieliniowy autoregresyjny z rozłożonym opóźnieniem (NARDL)×Regresja metodą najmniejszych kwadratów (OLS)×Regresja kwantylowa×
DziedzinaEkonometriaEkonometriaEkonometria
RodzinaRegression modelRegression modelRegression model
Rok powstania201420191978
TwórcaShin, Yu & Greenwood-NimmoWooldridge (textbook treatment); classical least squaresKoenker & Bassett
TypAsymmetric cointegration / error-correction modelLinear regressionConditional quantile regression
Źródło pierwotneShin, Y., Yu, B. & Greenwood-Nimmo, M. (2014). Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. In: Sickles, R. & Horrace, W. (Eds.), Festschrift in Honor of Peter Schmidt. Springer. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Inne nazwynonlinear ARDL, asymmetric ARDL, Doğrusal Olmayan ARDL (NARDL)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyon
Pokrewne455
PodsumowanieThe NARDL model, introduced by Shin, Yu and Greenwood-Nimmo in 2014, extends the ARDL framework to capture asymmetric long-run and short-run relationships, testing whether positive and negative changes in a regressor affect the dependent variable differently.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
ScholarGateZbiór danych
  1. v1
  2. 1 Źródła
  3. PUBLISHED
  1. v1
  2. 1 Źródła
  3. PUBLISHED
  1. v1
  2. 2 Źródła
  3. PUBLISHED

Przejdź do wyszukiwania Pobierz slajdy

ScholarGatePorównaj metody: NARDL Model · OLS Regression · Quantile Regression. Pobrano 2026-06-18 z https://scholargate.app/pl/compare