Regression model
非线性自回归分布式滞后（NARDL）模型
NARDL模型由Shin、Yu和Greenwood-Nimmo于2014年提出，它扩展了ARDL框架，以捕捉非对称的长短期关系，检验回归量中的正向和负向变化是否对因变量产生不同的影响。
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来源
- 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. DOI: 10.1007/978-1-4899-8008-3_9 ↗
如何引用本页
ScholarGate. (2026, June 1). Nonlinear Autoregressive Distributed Lag Model. ScholarGate. https://scholargate.app/zh/econometrics/nardl-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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