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Krahasoni metodat

Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.

Modeli Autoregresiv i Vonesës së Shpërndarë Jo-lineare (NARDL)×Model Autoregresiv me Tranzicion të Lëmuar (STAR)×GMM Sistemi (Arellano-Bover / Blundell-Bond)×
FushaEkonometriEkonometriEkonometri
FamiljaRegression modelRegression modelRegression model
Viti i origjinës201419941998
KrijuesiShin, Yu & Greenwood-NimmoTeräsvirta (1994); van Dijk, Teräsvirta & Franses (2002)Arellano & Bover (1995); Blundell & Bond (1998)
LlojiAsymmetric cointegration / error-correction modelNonlinear time-series regime-switching modelDynamic panel data estimator
Burimi themeluesShin, Y., Yu, B. & Greenwood-Nimmo, M. (2014). Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. In: Sickles, R. & Horrace, W. (Eds.), Festschrift in Honor of Peter Schmidt. Springer. DOI ↗Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218. DOI ↗Arellano, M. & Bond, S. (1991). Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. Review of Economic Studies, 58(2), 277-297. DOI ↗
Emërtime të tjeranonlinear ARDL, asymmetric ARDL, Doğrusal Olmayan ARDL (NARDL)smooth transition autoregressive model, LSTAR, ESTAR, logistic STARArellano-Bover estimator, Blundell-Bond estimator, dynamic panel GMM, Sistem GMM (Arellano-Bover / Blundell-Bond)
Të lidhura444
PërmbledhjaThe NARDL model, introduced by Shin, Yu and Greenwood-Nimmo in 2014, extends the ARDL framework to capture asymmetric long-run and short-run relationships, testing whether positive and negative changes in a regressor affect the dependent variable differently.The Smooth Transition Autoregressive (STAR) model is a nonlinear time-series model, developed in Teräsvirta's 1994 framework, that lets the dynamics move smoothly rather than abruptly between two regimes. The logistic variant (LSTAR) captures asymmetric business cycles and the exponential variant (ESTAR) captures purchasing-power-parity deviations.System GMM is a generalized method of moments estimator for dynamic panel models that contain a lagged dependent variable. Introduced by Blundell and Bond (1998), building on Arellano and Bover, it augments the differenced equation of the earlier difference GMM (Arellano-Bond) with the equation in levels to deliver consistent estimates when N is large and T is small.
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ScholarGateKrahasoni metodat: NARDL Model · STAR Model · System GMM. Marrë më 2026-06-18 nga https://scholargate.app/sq/compare