Krahasoni metodat
Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.
| Test kufizimi kufitar ARDL për panele× | Modeli Paneli Autoregresiv me Vonesë të Shpërndarë Jolineare (Panel NARDL)× | |
|---|---|---|
| Fusha | Ekonometri | Ekonometri |
| Familja | Regression model | Regression model |
| Viti i origjinës≠ | 2001 | 2014–2018 |
| Krijuesi≠ | Pesaran, Shin & Smith | Shin, Yu & Greenwood-Nimmo (2014), extended to panel settings by subsequent authors |
| Lloji≠ | Bounds test for cointegration | Nonlinear dynamic panel model |
| 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. DOI ↗ | Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer. DOI ↗ |
| Emërtime të tjera | Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test | Panel Nonlinear ARDL, panel asymmetric ARDL, panel NARDL bounds test, nonlinear panel cointegration model |
| Të lidhura≠ | 6 | 4 |
| Përmbledhja≠ | The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both. | Panel NARDL extends the time-series NARDL framework of Shin, Yu and Greenwood-Nimmo (2014) to a panel data setting, allowing researchers to detect asymmetric long-run and short-run relationships between variables across multiple cross-sections simultaneously. By decomposing the regressor into positive and negative partial sums, the model tests whether increases and decreases in an explanatory variable have different effects on the outcome. |
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