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Kiểm định biên ARDL bảng×Mô hình Hồi quy Phân phối Trễ Phi tuyến Bảng (Panel NARDL)×
Lĩnh vựcKinh tế lượngKinh tế lượng
HọRegression modelRegression model
Năm ra đời20012014–2018
Người khởi xướngPesaran, Shin & SmithShin, Yu & Greenwood-Nimmo (2014), extended to panel settings by subsequent authors
LoạiBounds test for cointegrationNonlinear dynamic panel model
Công trình gốcPesaran, 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. DOI ↗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 khácPanel ARDL, Panel bounds testing, Panel ARDL cointegration, Panel PSS bounds testPanel Nonlinear ARDL, panel asymmetric ARDL, panel NARDL bounds test, nonlinear panel cointegration model
Liên quan64
Tóm tắtThe Panel ARDL Bounds Test extends the Pesaran, Shin and Smith (2001) bounds testing procedure to panel data, allowing researchers to test for long-run cointegrating relationships between variables without requiring all series to be integrated of the same order. It is widely used in macro-panel studies where variables may be I(0), I(1), or a mixture of both.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: Panel ARDL Bounds Test · Panel NARDL. Truy cập ngày 2026-06-18 từ https://scholargate.app/vi/compare