Regression modelEconometrics / time series
非线性自回归分布式滞后模型 (NARDL)
非线性自回归分布式滞后模型 (NARDL) 将线性自回归分布式滞后 (ARDL) 模型的边界检验框架进行了扩展，允许存在非对称的长短期关系。通过将解释变量分解为其正向和负向的部分和，该模型检验了回归变量的增加和减少是否对因变量产生不同的影响——这是线性协整方法无法捕捉的特征。
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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 R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications (pp. 281-314). Springer. DOI: 10.1007/978-1-4899-8008-3_9 ↗
- 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. DOI: 10.1002/jae.616 ↗
如何引用本页
ScholarGate. (2026, June 3). Nonlinear Autoregressive Distributed Lag Model. ScholarGate. https://scholargate.app/zh/econometrics/nonlinear-nardl
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.
- ARDL 边界检验（Pesaran 边界检验）计量经济学↔ compare
- 格兰杰因果检验计量经济学↔ compare
- 普通最小二乘法 (OLS) 回归计量经济学↔ compare
- 向量自回归 (VAR) 模型计量经济学↔ compare