So sánh phương pháp

	Kiểm định Đồng tích hợp Johansen và Mô hình Hiệu chỉnh Sai số Vector	Kiểm định giới hạn ARDL (Kiểm định giới hạn Pesaran)
Lĩnh vực	Tài chính	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1991	2001
Người khởi xướng	Søren Johansen	Pesaran, Shin & Smith
Loại	Multivariate cointegration / vector error correction model	Cointegration test / Autoregressive distributed lag model
Công trình gốc	Johansen, S. (1991). Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. Econometrica, 59(6), 1551-1580.	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.
Tên gọi khác	Johansen test, VECM, vector error correction model, multivariate cointegration	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)
Liên quan	3	4
Tóm tắt	The Johansen procedure is a multivariate cointegration framework, introduced by Søren Johansen in 1991, that tests for long-run equilibrium relationships among several I(1) time series. It determines how many cointegrating vectors link the series and then builds a Vector Error Correction Model (VECM) to describe the short-run dynamics around that equilibrium.	The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.