Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Панельна модель ARIMA× | Панельний тест меж ARDL× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 1970s–2000s | 2001 |
| Автор методу≠ | Extension of Box-Jenkins ARIMA (Box & Jenkins, 1970) to panel settings; formalised in panel econometrics literature (Hsiao, 2003) | Pesaran, Shin & Smith |
| Тип≠ | Time-series model applied to panel data | Bounds test for cointegration |
| Основоположне джерело≠ | Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717 | 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 ↗ |
| Інші назви | Panel ARIMA, ARIMA for panel data, cross-sectional ARIMA, multi-unit ARIMA | Panel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds test |
| Пов'язані≠ | 5 | 6 |
| Підсумок≠ | The Panel ARIMA model extends the classical Box-Jenkins ARIMA framework to panel data, fitting autoregressive integrated moving-average dynamics to multiple cross-sectional units observed over time. It accommodates unit-specific short-run dynamics and non-stationarity, making it suitable for forecasting and dynamic analysis when both cross-sectional and temporal dimensions are present. | The Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both. |
| ScholarGateНабір даних ↗ |
|
|