O‘ZBEKISTON SANOATINI RIVOJLANTIRISHDA ENERGIYA TA’SIRINI QISQA VA UZOQ MUDDATLI BAHOLASH SAMARASI
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https://doi.org/10.5281/zenodo.18830788##article.subject##:
ARDL, qisqa muddatli ta’sir, uzoq muddatli ta’sir, kointegratsiya, ECM, VAR##article.abstract##
Ushbu tadqiqotda iqtisodiy jarayonlarda qisqa va uzoq muddatli ta’sirlarni aniqlashda Autoregressive
Distributed Lag (ARDL) modelining samaradorligi tahlil qilindi. Tadqiqot doirasida ARDL modeli bilan bir qatorda Vector
Autoregression (VAR), Johansen kointegratsiya testi hamda Granger sababiylik testi usullari metodologik taqqoslash
asosida o‘rganildi. Olingan natijalar ARDL modelining kichik tanlanmalarda ham barqaror va ishonchli natijalar berishini,
I(0) va I(1) darajadagi o‘zgaruvchilar bilan ishlash imkoniyatiga egaligini hamda qisqa va uzoq muddatli parametrlarni bir
vaqtning o‘zida aniqlash imkonini berishini ko‘rsatdi. Xususan, xatoliklarni tuzatish mexanizmi (ECM) orqali tizimning uzoq
muddatli muvozanatga qaytish tezligi baholandi
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