So sánh phương pháp

	NARDL cắt ngang (CS-NARDL)	ARDL Quantile
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	2014	2006
Người khởi xướng	Yongcheol Shin and colleagues	Roger Koenker and Zhijie Xiao
Loại	Asymmetric panel model	Conditional distribution model
Công trình gốc	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.	Koenker, R., & Xiao, Z. (2006). Quantile autoregression. Journal of the American Statistical Association, 101(475), 980-990.
Tên gọi khác	NARDL panel	Quantile ARDL
Liên quan	3	3
Tóm tắt	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.	QARDL (Quantile Autoregressive Distributed Lag) combines quantile regression with ARDL modeling to estimate conditional relationships at different points of the distribution, revealing heterogeneous short-run and long-run effects. Introduced by Koenker and Xiao (2006) and refined by Cho et al. (2015), it captures how the effect of explanatory variables on outcomes varies across quantiles, essential for understanding tail behavior and distributional impacts rather than just mean effects.