Comparar métodos

	Panel NARDL	Testes de cointegração em painel (Pedroni, Kao, Westerlund)
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	2014–2018	2004
Autor original	Shin, Yu & Greenwood-Nimmo (2014), extended to panel settings by subsequent authors	Pedroni; Kao; Westerlund
Tipo	Nonlinear dynamic panel model	Panel cointegration test
Fonte seminal	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.	Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625.
Outros nomes	Panel Nonlinear ARDL, panel asymmetric ARDL, panel NARDL bounds test, nonlinear panel cointegration model	Pedroni cointegration test, Kao cointegration test, Westerlund cointegration test, panel long-run equilibrium tests
Relacionados	4	3
Resumo	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.	Panel cointegration tests check whether a set of integrated variables share a stable long-run equilibrium relationship across a panel of cross-sectional units. Pedroni (1999, 2004) provides heterogeneous-panel tests with seven statistics, Kao (1999) gives an ADF-based homogeneous-panel test, and Westerlund (2007) adds error-correction-based tests robust to structural breaks and cross-sectional dependence.