Regression modelPanel dynamics
交叉截面分布滞后
ARDL 模型包含滞后的因变量，这在短面板中会消耗自由度。分布滞后（DL）模型则规定结果仅取决于当前和滞后的解释变量。虽然在捕捉长期均衡关系方面灵活性较差，但 DL 模型在政策分析中非常有效：‘今天、昨天和上周 X 的冲击如何影响今天的 Y？’ 增加横截面依赖性修正使其适用于相互依赖的面板单元。
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来源
- 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: 10.1002/jae.616 ↗
- Chudik, A., Kapetanios, G., & Pesaran, M. H. (2014). Common correlated effects estimation in large panels with cross-sectional dependence. Econometric Reviews, 34(6-10), 1078-1088. link ↗
如何引用本页
ScholarGate. (2026, June 3). Cross-Sectional Distributed Lag Model. ScholarGate. https://scholargate.app/zh/econometrics/cs-dl
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