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NARDL me seksion tërthor×Vendi i Shpërndarë Kryqëzor×
FushaEkonometriEkonometri
FamiljaRegression modelRegression model
Viti i origjinës20142001
KrijuesiYongcheol Shin and colleaguesPesaran, Shin, and Smith
LlojiAsymmetric panel modelDistributed lag model
Burimi themeluesShin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a system of nonlinear autoregressive distributed lag equations. Econometric Reviews, 33(1), 56-87. link ↗Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships and dynamics. Journal of Applied Econometrics, 16(3), 289-326. DOI ↗
Emërtime të tjeraNARDL panelPanel distributed lag model
Të lidhura33
PërmbledhjaCS-NARDL extends the nonlinear autoregressive distributed lag (NARDL) model to panel data, capturing asymmetric long-run and short-run relationships where positive and negative changes in explanatory variables have differential effects. Introduced by Shin et al. (2014) and adapted to panels, it allows studying how cross-sectional units respond differently to positive versus negative shocks while maintaining cointegrating relationships. This approach is essential for understanding economic asymmetries in commodity markets, monetary transmission, and labor markets.CS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, while accounting for cross-sectional dependence. Built on Pesaran et al. (2001) and extended by Chudik et al. (2014), it estimates dynamic effects more parsimoniously than ARDL when autocorrelated lags are less critical. This approach is valuable for short-horizon effects and policy impact analysis.
ScholarGateSeti i të dhënave
  1. v1
  2. 2 Burimet
  3. PUBLISHED
  1. v1
  2. 2 Burimet
  3. PUBLISHED

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ScholarGateKrahasoni metodat: CS-NARDL · CS-DL. Marrë më 2026-06-17 nga https://scholargate.app/sq/compare