IQTISODIYOTDA ENERGIYA TIZIMINING TUTGAN O‘RNINI MODELLASHTIRISHDA ARDL MODELINING NAZARIY AHAMIYATI
DOI:
https://doi.org/10.5281/zenodo.18830819Ключевые слова:
ARDL, energiya tizimi, energiya iste’moli, iqtisodiy o‘sish, kointegratsiya, ECM, Bounds testАннотация
Ushbu tadqiqotda iqtisodiyotda energiya tizimining tutgan o‘rnini modellashtirishda Autoregressive Distributed
Lag (ARDL) modelining nazariy va amaliy ahamiyati tahlil qilinadi. Energiya iste’moli, energiya ishlab chiqarish hamda
makroiqtisodiy ko‘rsatkichlar o‘rtasidagi qisqa va uzoq muddatli bog‘liqliklarni aniqlashda ARDL modelining ustunliklari
asoslab beriladi. Tadqiqotda ARDL modeli M. H. Pesaran, Yongcheol Shin va Richard J. Smith (2001) tomonidan taklif
etilgan Bounds testing yondashuvi asosida ko‘rib chiqiladi hamda u Robert F. Engle va Clive W. J. Granger (1987)
tomonidan ishlab chiqilgan kointegratsiya va ECM nazariyasi bilan taqqoslanadi. Natijalar shuni ko‘rsatadiki, ARDL modeli
kichik tanlanmalarda samarali ishlaydi, I(0) va I(1) darajadagi o‘zgaruvchilarni bir model doirasida birlashtira oladi hamda
qisqa va uzoq muddatli parametrlarni bir vaqtning o‘zida baholash imkoniyatiga ega
Библиографические ссылки
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