Kipimo cha Vipimo vya NARDL (Nonlinear ARDL)
Kipimo cha vipimo vya NARDL, kilichoendelezwa na Shin, Yu, na Greenwood-Nimmo (2014), kinapanua mfumo wa ARDL wa mstari ili kugundua mahusiano ya muda mrefu yenye upande katika data ya muda. Kwa kugawanya kirejeshi katika jumla chanya na hasi za sehemu, NARDL hupima kwa wakati mmoja ushirikiano na kukadiria athari tofauti za muda mrefu kwa ajili ya kuongezeka na kupungua — bila kuhitaji vigezo vyote kuwa na mpangilio sawa wa ujumuishi.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- 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 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 3). Nonlinear Autoregressive Distributed Lag Bounds Test. ScholarGate. https://scholargate.app/sw/econometrics/nonlinear-ardl-bounds-test
Which method?
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.
Compare side by side →Imerejelewa na
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