方法对比

	非线性自回归分布式滞后（NARDL）模型	普通最小二乘法 (OLS) 回归	分位数回归	光滑转换自回归 (STAR) 模型	系统GMM（Arellano-Bover / Blundell-Bond）
领域	计量经济学	计量经济学	计量经济学	计量经济学	计量经济学
方法族	Regression model	Regression model	Regression model	Regression model	Regression model
起源年份	2014	2019	1978	1994	1998
提出者	Shin, Yu & Greenwood-Nimmo	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett	Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002)	Arellano & Bover (1995); Blundell & Bond (1998)
类型	Asymmetric cointegration / error-correction model	Linear regression	Conditional quantile regression	Nonlinear time-series regime-switching model	Dynamic panel data estimator
开创性文献	Shin, Y., Yu, B. & Greenwood-Nimmo, M. (2014). Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. In: Sickles, R. & Horrace, W. (Eds.), Festschrift in Honor of Peter Schmidt. Springer.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218.	Arellano, M. & Bond, S. (1991). Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. Review of Economic Studies, 58(2), 277-297.
别名	nonlinear ARDL, asymmetric ARDL, Doğrusal Olmayan ARDL (NARDL)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon	smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR	Arellano-Bover estimator, Blundell-Bond estimator, dynamic panel GMM, Sistem GMM (Arellano-Bover / Blundell-Bond)
相关	4	5	5	4	4
摘要	The NARDL model, introduced by Shin, Yu and Greenwood-Nimmo in 2014, extends the ARDL framework to capture asymmetric long-run and short-run relationships, testing whether positive and negative changes in a regressor affect the dependent variable differently.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.	The Smooth Transition Autoregressive (STAR) model is a nonlinear time-series model, developed in Teräsvirta's 1994 framework, that lets the dynamics move smoothly rather than abruptly between two regimes. The logistic variant (LSTAR) captures asymmetric business cycles and the exponential variant (ESTAR) captures purchasing-power-parity deviations.	System GMM is a generalized method of moments estimator for dynamic panel models that contain a lagged dependent variable. Introduced by Blundell and Bond (1998), building on Arellano and Bover, it augments the differenced equation of the earlier difference GMM (Arellano-Bond) with the equation in levels to deliver consistent estimates when N is large and T is small.