Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Cross-Sectional ARDL× | Перехресно-секційне розподілене відставання× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 2006 | 2001 |
| Автор методу≠ | Pesaran and colleagues | Pesaran, Shin, and Smith |
| Тип≠ | Dynamic panel model | Distributed lag model |
| Основоположне джерело≠ | Pesaran, M. H., & Smith, R. (2016). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117. link ↗ | Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships and dynamics. Journal of Applied Econometrics, 16(3), 289-326. DOI ↗ |
| Інші назви | Panel ARDL with cross-sectional dependence | Panel distributed lag model |
| Пов'язані | 3 | 3 |
| Підсумок≠ | 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. | CS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, while accounting for cross-sectional dependence. Built on Pesaran et al. (2001) and extended by Chudik et al. (2014), it estimates dynamic effects more parsimoniously than ARDL when autocorrelated lags are less critical. This approach is valuable for short-horizon effects and policy impact analysis. |
| ScholarGateНабір даних ↗ |
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