Linganisha mbinu
Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.
| ARDL za Msalaba-Sehemu× | Makadirio ya Kienyeji× | |
|---|---|---|
| Nyanja | Ekonometriki | Ekonometriki |
| Familia | Regression model | Regression model |
| Mwaka wa asili≠ | 2006 | 2005 |
| Mwanzilishi≠ | Pesaran and colleagues | Oscar Jorda |
| Aina≠ | Dynamic panel model | Multi-horizon regression |
| Chanzo asilia≠ | Pesaran, M. H., & Smith, R. (2016). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117. link ↗ | Jorda, O. (2005). Estimation and inference of impulse responses by local projections. American Economic Review, 95(1), 161-182. DOI ↗ |
| Majina mbadala≠ | Panel ARDL with cross-sectional dependence | LP-IR, Multi-horizon regression |
| Zinazohusiana | 3 | 3 |
| Muhtasari≠ | CS-ARDL (Cross-Sectional ARDL) applies the ARDL framework to panel data while explicitly accounting for cross-sectional dependence—correlation of shocks and relationships across units (countries, firms, regions). Introduced by Pesaran and colleagues (2016), it extends panel ARDL methods to handle common factors or global shocks affecting all units simultaneously. This is crucial for realistic modeling of internationally integrated economies and firm networks. | Local Projections (LP) is a semi-parametric method for estimating impulse responses directly via multi-horizon regressions, bypassing VAR-model specification. Introduced by Jorda (2005), it projects outcomes h periods ahead onto current shocks and lags, producing impulse-response functions without assuming a particular lag structure or VAR order. This flexibility has made it the dominant approach in applied macroeconomics for measuring policy effects and shock transmission. |
| ScholarGateSeti ya data ↗ |
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