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NARDL Msalaba-Sehemu×Uchambuzi wa Lag Uliosambazwa kwa Msalaba×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili20142001
MwanzilishiYongcheol Shin and colleaguesPesaran, Shin, and Smith
AinaAsymmetric panel modelDistributed lag model
Chanzo asiliaShin, 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 ↗Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships and dynamics. Journal of Applied Econometrics, 16(3), 289-326. DOI ↗
Majina mbadalaNARDL panelPanel distributed lag model
Zinazohusiana33
MuhtasariCS-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.CS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, while accounting for cross-sectional dependence. Built on Pesaran et al. (2001) and extended by Chudik et al. (2014), it estimates dynamic effects more parsimoniously than ARDL when autocorrelated lags are less critical. This approach is valuable for short-horizon effects and policy impact analysis.
ScholarGateSeti ya data
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  1. v1
  2. 2 Vyanzo
  3. PUBLISHED

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ScholarGateLinganisha mbinu: CS-NARDL · CS-DL. Imepatikana 2026-06-17 kutoka https://scholargate.app/sw/compare