Test granica nelinearnog ARDL (NARDL)
Test granica nelinearnog ARDL, koji su razvili Shin, Yu i Greenwood-Nimmo (2014), proširuje linearni ARDL okvir za detekciju asimetričnih dugoročnih odnosa u vremenskim serijama. Dekomponovanjem regresora na pozitivne i negativne parcijalne sume, NARDL istovremeno testira ko-integraciju i procenjuje odvojene dugoročne efekte za povećanja i smanjenja — bez zahteva da sve varijable budu integrisane istog reda.
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Izvori
- Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. C. Horrace & R. C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281-314). Springer. DOI: 10.1007/978-1-4899-8008-3_9 ↗
- 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: 10.1002/jae.616 ↗
Kako citirati ovu stranicu
ScholarGate. (2026, June 3). Nonlinear Autoregressive Distributed Lag Bounds Test. ScholarGate. https://scholargate.app/sr/econometrics/nonlinear-ardl-bounds-test
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Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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