Uporedite metode
Pregledajte izabrane metode jednu pored druge; redovi koji se razlikuju su istaknuti.
| CS-NARDL (Cross-Sectional NARDL)× | Metod momenata za regresiju kvantila× | |
|---|---|---|
| Oblast | Ekonometrija | Ekonometrija |
| Porodica | Regression model | Regression model |
| Godina nastanka≠ | 2014 | 2004 |
| Tvorac≠ | Yongcheol Shin and colleagues | Roger Koenker and colleagues |
| Tip≠ | Asymmetric panel model | Distribution regression |
| Temeljni izvor≠ | Shin, 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 ↗ | Koenker, R. (2004). Quantile regression for longitudinal data. Journal of Multivariate Analysis, 91(1), 74-89. DOI ↗ |
| Drugi nazivi | NARDL panel | GMM quantile regression |
| Srodne | 3 | 3 |
| Sažetak≠ | CS-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. | Method of Moments Quantile Regression combines moment-based estimation (GMM) with quantile regression to estimate distribution parameters while handling endogeneity, panel structure, and dynamic relationships. Introduced by Koenker (2004) and developed by Machado and Mata (2005), it enables distributional analysis (not just mean regression) in complex settings like dynamic panels and instrumental-variable contexts. This approach is powerful for understanding heterogeneity in treatment effects and policy impacts. |
| ScholarGateSkup podataka ↗ |
|
|