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Krahasoni metodat

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

Modeli Paneli Autoregresiv me Vonesë të Shpërndarë Jolineare (Panel NARDL)×Modeli i Korrigjimit të Gabimeve Vektoriale në Panel (Panel VECM)×
FushaEkonometriEkonometri
FamiljaRegression modelRegression model
Viti i origjinës2014–20181987–1995
KrijuesiShin, Yu & Greenwood-Nimmo (2014), extended to panel settings by subsequent authorsEngle & Granger (1987) for VECM; Holtz-Eakin, Newey & Rosen (1988) for panel VAR extension
LlojiNonlinear dynamic panel modelMultivariate dynamic panel model
Burimi themeluesShin, 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 ↗Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276. DOI ↗
Emërtime të tjeraPanel Nonlinear ARDL, panel asymmetric ARDL, panel NARDL bounds test, nonlinear panel cointegration modelPanel VECM, panel vector error correction model, PVECM, panel cointegrating VAR
Të lidhura45
PërmbledhjaPanel 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.Panel VECM combines vector error correction modelling with panel data, simultaneously capturing the long-run cointegrating equilibrium among multiple I(1) variables and their short-run adjustment dynamics across multiple cross-sectional units. It is the standard framework when panel variables share at least one common stochastic trend.
ScholarGateSeti i të dhënave
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  1. v1
  2. 2 Burimet
  3. PUBLISHED

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