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Mô hình ARDL Mặt cắt ngang×Distributed Lag Giao cắt×NARDL cắt ngang (CS-NARDL)×
Lĩnh vựcKinh tế lượngKinh tế lượngKinh tế lượng
HọRegression modelRegression modelRegression model
Năm ra đời200620012014
Người khởi xướngPesaran and colleaguesPesaran, Shin, and SmithYongcheol Shin and colleagues
LoạiDynamic panel modelDistributed lag modelAsymmetric panel model
Công trình gốcPesaran, M. H., & Smith, R. (2016). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117. link ↗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 ↗Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a system of nonlinear autoregressive distributed lag equations. Econometric Reviews, 33(1), 56-87. link ↗
Tên gọi khácPanel ARDL with cross-sectional dependencePanel distributed lag modelNARDL panel
Liên quan333
Tóm tắtCS-ARDL (Cross-Sectional ARDL) applies the ARDL framework to panel data while explicitly accounting for cross-sectional dependence—correlation of shocks and relationships across units (countries, firms, regions). Introduced by Pesaran and colleagues (2016), it extends panel ARDL methods to handle common factors or global shocks affecting all units simultaneously. This is crucial for realistic modeling of internationally integrated economies and firm networks.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.CS-NARDL extends the nonlinear autoregressive distributed lag (NARDL) model to panel data, capturing asymmetric long-run and short-run relationships where positive and negative changes in explanatory variables have differential effects. Introduced by Shin et al. (2014) and adapted to panels, it allows studying how cross-sectional units respond differently to positive versus negative shocks while maintaining cointegrating relationships. This approach is essential for understanding economic asymmetries in commodity markets, monetary transmission, and labor markets.
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ScholarGateSo sánh phương pháp: CS-ARDL · CS-DL · CS-NARDL. Truy cập ngày 2026-06-19 từ https://scholargate.app/vi/compare