Krahasoni metodat

	Vlerësuesi i Grupit të Mesatares së Bashkuar (PMG)	Testet kufizash ARDL (Testet kufizash të autoregresionit me vonesë)
Fusha	Ekonometri	Ekonometri
Familja	Regression model	Regression model
Viti i origjinës	1999	2001
Krijuesi	Pesaran, Shin & Smith	Pesaran, Shin & Smith
Lloji	Panel cointegration estimator	Cointegration test / Autoregressive distributed lag model
Burimi themelues	Pesaran, M. H., Shin, Y., & Smith, R. P. (1999). Pooled mean group estimation of dynamic heterogeneous panels. Journal of the American Statistical Association, 94(446), 621–634.	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.
Emërtime të tjera	PMG Estimator, Pooled Mean Group, PMG Panel Estimator, Havuzlanmış Ortalama Grup Tahmincisi	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)
Të lidhura	2	4
Përmbledhja	The Pooled Mean Group (PMG) estimator, introduced by Pesaran, Shin, and Smith (1999), is a panel data technique designed for dynamic heterogeneous panels where the long-run equilibrium relationship is common across groups but short-run dynamics and error variances are allowed to differ. It is particularly suited for macro-panels with moderate N and T, such as cross-country growth, energy consumption, and financial development studies.	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.