Regression modelEconometrics / time series
面板非线性自回归分布式滞后（Panel NARDL）模型
Panel NARDL 将 Shin、Yu 和 Greenwood-Nimmo (2014) 的时间序列 NARDL 框架扩展到面板数据设置，允许研究人员同时检测多个横截面变量之间的非对称长期和短期关系。通过将回归量分解为正部和负部部分和，该模型检验解释变量的增加和减少对结果变量的影响是否不同。
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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 (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). Panel Nonlinear Autoregressive Distributed Lag Model. ScholarGate. https://scholargate.app/zh/econometrics/panel-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.
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- 面板协整检验（Pedroni、Kao、Westerlund）计量经济学↔ compare
- 面板数据固定效应模型计量经济学↔ compare
- 面板向量误差修正模型 (Panel VECM)计量经济学↔ compare