Compară metode

	Testul Bayesian ADF pentru rădăcină unitară	Testul Bayesian ARDL de Limite
Domeniu	Econometrie	Econometrie
Familie	Regression model	Regression model
Anul apariției	1991–1992	2001 (ARDL); Bayesian extension 2010s
Autorul original	Sims & Uhlig (1991); Koop, Osiewalski & Steel (1992)	Pesaran, Shin & Smith (ARDL framework, 2001); Bayesian adaptation by subsequent literature
Tip	Bayesian hypothesis test	Cointegration / bounds testing
Sursa seminală	Sims, C. A., & Uhlig, H. (1991). Understanding unit rooters: A helicopter tour. Econometrica, 59(6), 1591–1599.	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.
Denumiri alternative	Bayesian ADF test, Bayesian unit root test, Bayesian Dickey-Fuller, BADF	Bayesian ARDL, Bayesian bounds testing approach, Bayes ARDL cointegration, Bayesian PSS bounds test
Înrudite	6	5
Rezumat	The Bayesian Augmented Dickey-Fuller (BADF) unit root test re-frames the classical ADF test within a Bayesian framework. Rather than computing a frequentist p-value, it quantifies evidence for or against a unit root by comparing posterior probabilities or Bayes factors under the null (unit root) and alternative (stationarity) hypotheses, incorporating prior beliefs about the autoregressive parameter.	The Bayesian ARDL Bounds Test extends the classical Pesaran-Shin-Smith (2001) bounds testing approach to cointegration by embedding it within a Bayesian inferential framework. Instead of relying on frequentist F- and t-statistics with tabulated critical values, the researcher specifies prior distributions on the model parameters and derives posterior evidence of a long-run level relationship between variables that may be integrated of order zero or one.