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Bayesian NARDL: Ước lượng Hồi quy Phân phối Trễ Phi tuyến theo Phương pháp Bayes×Mô hình Hồi quy Phân phối Trễ Phi tuyến Bảng (Panel NARDL)×
Lĩnh vựcKinh tế lượngKinh tế lượng
HọRegression modelRegression model
Năm ra đời2014 (NARDL); Bayesian extension c. 2015–20202014–2018
Người khởi xướngShin, Yu & Greenwood-Nimmo (NARDL base); Bayesian extension developed in subsequent applied literatureShin, Yu & Greenwood-Nimmo (2014), extended to panel settings by subsequent authors
LoạiNonlinear cointegrating model with Bayesian inferenceNonlinear dynamic panel model
Công trình gốcShin, 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. link ↗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 (pp. 281–314). Springer. DOI ↗
Tên gọi khácBayesian NARDL, Bayesian nonlinear ARDL, Bayesian asymmetric ARDL, B-NARDLPanel Nonlinear ARDL, panel asymmetric ARDL, panel NARDL bounds test, nonlinear panel cointegration model
Liên quan64
Tóm tắtBayesian 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.Panel NARDL extends the time-series NARDL framework of Shin, Yu and Greenwood-Nimmo (2014) to a panel data setting, allowing researchers to detect asymmetric long-run and short-run relationships between variables across multiple cross-sections simultaneously. By decomposing the regressor into positive and negative partial sums, the model tests whether increases and decreases in an explanatory variable have different effects on the outcome.
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ScholarGateSo sánh phương pháp: Bayesian NARDL · Panel NARDL. Truy cập ngày 2026-06-15 từ https://scholargate.app/vi/compare