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| Model nieliniowy autoregresyjny z rozłożonym opóźnieniem (NARDL)× | Regresja kwantylowa× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2014 | 1978 |
| Twórca≠ | Shin, Yu & Greenwood-Nimmo | Koenker & Bassett |
| Typ≠ | Asymmetric cointegration / error-correction model | Conditional quantile regression |
| Źródło pierwotne≠ | Shin, 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 ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| Inne nazwy | nonlinear ARDL, asymmetric ARDL, Doğrusal Olmayan ARDL (NARDL) | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Pokrewne≠ | 4 | 5 |
| Podsumowanie≠ | The 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. | 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 ↗ |
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