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CS-ARDL/Ushahidi
Rekodi ya ushahidi wa mbinu

CS-ARDL

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.

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Rekodi ya chanzo

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Cross-Sectional Autoregressive Distributed Lag
Rekodi ya mbinu ya kiajenda · regression-model / econometrics
  • Pesaran, M. H., & Smith, R. (2016). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117. · URL
  • Chudik, A., Kapetanios, G., & Pesaran, M. H. (2018). A one covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models. Econometric Reviews, 37(8), 953-1010. · DOI 10.3982/ecta14176
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Same method familyCS-DLmachine-suggested · Relational suggestion, not evidence.Same method familyCS-NARDLmachine-suggested · Relational suggestion, not evidence.Same method familyPanel VARXmachine-suggested · Relational suggestion, not evidence.

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Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

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