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NARDL Msalaba-Sehemu

CS-NARDL inapanua mfumo wa NARDL (Nonlinear Autoregressive Distributed Lag) kwa data za paneli, ikikamata mahusiano ya muda mrefu na mafupi yenye pande mbili ambapo mabadiliko chanya na hasi katika vigezo vya kuelezea yana athari tofauti. Imeanzishwa na Shin et al. (2014) na kuendana na paneli, inaruhusu kuchunguza jinsi vipengele vya msalaba vinavyoitikia tofauti kwa mshtuko chanya dhidi ya hasi huku ikidumisha mahusiano ya kuunganisha. Mbinu hii ni muhimu kwa kuelewa kutofautiana kwa kiuchumi katika masoko ya bidhaa, maambukizi ya fedha, na masoko ya ajira.

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Vyanzo

  1. 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
  2. Wold, E. N., Serrano, G., & Gunnvaldsson, A. (2023). Panel nonlinear ARDL and asymmetric effects. Journal of Econometric Methods, 12(1), 20220039. link

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Cross-Sectional Nonlinear Autoregressive Distributed Lag. ScholarGate. https://scholargate.app/sw/econometrics/cs-nardl

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Imerejelewa na

ScholarGateCS-NARDL (Cross-Sectional Nonlinear Autoregressive Distributed Lag). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/cs-nardl · Seti ya data: https://doi.org/10.5281/zenodo.20539026