Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Перехресно-секційне розподілене відставання× | Квантильна АРДЛ× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 2001 | 2006 |
| Автор методу≠ | Pesaran, Shin, and Smith | Roger Koenker and Zhijie Xiao |
| Тип≠ | Distributed lag model | Conditional distribution model |
| Основоположне джерело≠ | 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 ↗ | Koenker, R., & Xiao, Z. (2006). Quantile autoregression. Journal of the American Statistical Association, 101(475), 980-990. DOI ↗ |
| Інші назви | Panel distributed lag model | Quantile ARDL |
| Пов'язані | 3 | 3 |
| Підсумок≠ | 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. | QARDL (Quantile Autoregressive Distributed Lag) combines quantile regression with ARDL modeling to estimate conditional relationships at different points of the distribution, revealing heterogeneous short-run and long-run effects. Introduced by Koenker and Xiao (2006) and refined by Cho et al. (2015), it captures how the effect of explanatory variables on outcomes varies across quantiles, essential for understanding tail behavior and distributional impacts rather than just mean effects. |
| ScholarGateНабір даних ↗ |
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