Comparar métodos
Examine os métodos selecionados lado a lado; as linhas que diferem ficam destacadas.
| NARDL com Quebra Estrutural× | Teste de Limites ARDL com Quebra Estrutural× | |
|---|---|---|
| Área | Econometria | Econometria |
| Família | Regression model | Regression model |
| Ano de origem≠ | 2014–2018 | 2001–2010s |
| Autor original≠ | Shin, Yu & Greenwood-Nimmo (NARDL base); structural break extensions by subsequent applied researchers | Pesaran, Shin & Smith (bounds framework); structural break extensions by Bahmani-Oskooee, Enders & Jones, and others |
| Tipo≠ | Nonlinear cointegration with structural breaks | Cointegration / bounds test |
| Fonte seminal≠ | 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 ↗ | 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 ↗ |
| Outros nomes | SB-NARDL, NARDL with structural breaks, nonlinear ARDL with break, asymmetric ARDL structural break | SB-ARDL bounds test, ARDL bounds test with structural break, Fourier ARDL bounds test, break-augmented bounds testing |
| Relacionados | 6 | 6 |
| Resumo≠ | Structural Break NARDL extends the Nonlinear Autoregressive Distributed Lag (NARDL) bounds-testing framework by explicitly accommodating one or more structural breaks in the long-run relationship. It separates positive and negative changes in the regressor, tests for cointegration, and allows regime shifts, providing a richer picture of asymmetric and break-sensitive dynamics between variables. | The structural break ARDL bounds test extends the Pesaran, Shin and Smith (2001) bounds testing framework to accommodate one or more structural breaks in the long-run relationship between time-series variables. By incorporating break dummies or smooth Fourier terms into the ARDL error-correction equation, it allows researchers to test for cointegration even when the data have experienced shifts in intercept or slope caused by policy changes, crises, or regime switches. |
| ScholarGateConjunto de dados ↗ |
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