So sánh phương pháp

	Bayesian NARDL: Ước lượng Hồi quy Phân phối Trễ Phi tuyến theo Phương pháp Bayes	Mô hình ARDL phi tuyến (NARDL)
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	2014 (NARDL); Bayesian extension c. 2015–2020	2014
Người khởi xướng	Shin, Yu & Greenwood-Nimmo (NARDL base); Bayesian extension developed in subsequent applied literature	Shin, Yu & Greenwood-Nimmo
Loại	Nonlinear cointegrating model with Bayesian inference	Nonlinear cointegration model
Công trình gốc	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. C. Horrace & R. C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications (pp. 281–314). Springer.	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.
Tên gọi khác	Bayesian NARDL, Bayesian nonlinear ARDL, Bayesian asymmetric ARDL, B-NARDL	NARDL, nonlinear bounds test, asymmetric ARDL, asymmetric cointegration model
Liên quan	6	5
Tóm tắt	Bayesian NARDL combines the Nonlinear Autoregressive Distributed Lag framework of Shin, Yu, and Greenwood-Nimmo (2014) with Bayesian posterior inference. It models asymmetric long-run cointegration — allowing positive and negative shocks to a regressor to have different equilibrium effects — while incorporating prior knowledge and producing full posterior distributions over all parameters, including the asymmetry gap.	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.