เปรียบเทียบวิธี

	การถดถอยร่วมแบบไม่เชิงเส้นของ Engle-Granger	การทดสอบขอบเขต ARDL (การทดสอบขอบเขต Pesaran)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1998-2006	2001
ผู้ริเริ่ม	Kapetanios, Shin & Snell; Enders & Granger	Pesaran, Shin & Smith
ประเภท	Cointegration test	Cointegration test / Autoregressive distributed lag model
แหล่งต้นตำรับ	Kapetanios, G., Shin, Y., & Snell, A. (2006). Testing for cointegration in nonlinear smooth transition error correction models. Econometric Theory, 22(2), 279-303.	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.
ชื่อเรียกอื่น	nonlinear cointegration, threshold cointegration, KSS cointegration, ESTAR cointegration	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)
ที่เกี่ยวข้อง	3	4
สรุป	Nonlinear Engle-Granger cointegration extends the classical two-step Engle-Granger procedure to detect long-run equilibria where adjustment toward the equilibrium is nonlinear — for example, faster above than below a threshold, or governed by a smooth transition mechanism. It is widely applied in financial economics, purchasing power parity tests, and commodity price analysis.	The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.