Krahasoni metodat

	Testet kufizash ARDL (Testet kufizash të autoregresionit me vonesë)	Regresioni me Mënyrën më të Vogël të Katrorëve (OLS)	Regresioni kuantil
Fusha	Ekonometri	Ekonometri	Ekonometri
Familja	Regression model	Regression model	Regression model
Viti i origjinës	2001	2019	1978
Krijuesi	Pesaran, Shin & Smith	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett
Lloji	Cointegration test / Autoregressive distributed lag model	Linear regression	Conditional quantile regression
Burimi themelues	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.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Emërtime të tjera	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon
Të lidhura	4	5	5
Përmbledhja	The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.	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.