Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Нелінійний МНК (Нелінійний метод найменших квадратів)× | Модель нелінійної АРДЛ (NARDL)× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 1974–1987 | 2014 |
| Автор методу≠ | Gallant (1987); Wooldridge (2010) for econometric treatment | Shin, Yu & Greenwood-Nimmo |
| Тип≠ | Nonlinear regression estimator | Nonlinear cointegration model |
| Основоположне джерело≠ | Gallant, A. R. (1987). Nonlinear Statistical Models. John Wiley & Sons. ISBN: 978-0471802600 | Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications (pp. 281–314). Springer. link ↗ |
| Інші назви | nonlinear least squares, NLS, NLLS, nonlinear regression | NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model |
| Пов'язані | 5 | 5 |
| Підсумок≠ | Nonlinear Ordinary Least Squares (NLS) estimates regression models in which the conditional mean function is nonlinear in the parameters. Like standard OLS it minimises the sum of squared residuals, but because no closed-form solution exists the estimator is found by iterative numerical optimisation. Under standard regularity conditions NLS is consistent and asymptotically normal. | The Nonlinear ARDL (NARDL) model extends the linear ARDL bounds-testing framework to allow asymmetric long-run and short-run relationships. By decomposing the regressor into cumulative positive and negative partial sums, it tests whether increases and decreases in a variable exert different effects on the outcome — a feature especially relevant in financial and energy economics where positive and negative shocks rarely cancel out symmetrically. |
| ScholarGateНабір даних ↗ |
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