Modeli wa Kawaida wa Autoregressive Distributed Lag (Panel NARDL)
Panel NARDL inapanua mfumo wa NARDL wa muda mfululizo wa Shin, Yu na Greenwood-Nimmo (2014) hadi kwenye mpangilio wa data za paneli, ikiwaruhusu watafiti kugundua mahusiano ya muda mrefu na mafupi yenye pande mbili kati ya vigezo katika sehemu nyingi za msalaba kwa wakati mmoja. Kwa kugawanya kirejeshi katika jumla za sehemu chanya na hasi, modeli hupima ikiwa ongezeko na upungufu katika kigezo cha kueleza vina athari tofauti kwa matokeo.
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 R. C. Sickles & W. C. Horrace (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). Panel Nonlinear Autoregressive Distributed Lag Model. ScholarGate. https://scholargate.app/sw/econometrics/panel-nardl
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.
- Kipimo cha Vikomo vya ARDL (Kipimo cha Vikomo cha Pesaran)Ekonometriki↔ compare
- Vipimo vya Kointergesheni ya Paneli (Pedroni, Kao, Westerlund)Ekonometriki↔ compare
- Kielelezo cha Athari Zilizowekwa za Data ya PaneliEkonometriki↔ compare
- Modeli wa Marekebisho ya Hitilafu ya Vekta kwa Data Jumuishi (Panel VECM)Ekonometriki↔ compare
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