Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Тест меж ARDL (Тест меж Pesaran)× | Квантильна регресія× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 2001 | 1978 |
| Автор методу≠ | Pesaran, Shin & Smith | Koenker & Bassett |
| Тип≠ | Cointegration test / Autoregressive distributed lag model | Conditional quantile regression |
| Основоположне джерело≠ | 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 ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| Інші назви≠ | Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test) | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Пов'язані≠ | 4 | 5 |
| Підсумок≠ | 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. | Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails. |
| ScholarGateНабір даних ↗ |
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