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| مقدّر التأثيرات المترابطة الشائعة للمجموعة المتوسطة (CCEMG)× | انحدار المربعات الصغرى العادية (OLS)× | اختبارات التتطابق اللوحية (Pedroni, Kao, Westerlund)× | |
|---|---|---|---|
| المجال | الاقتصاد القياسي | الاقتصاد القياسي | الاقتصاد القياسي |
| العائلة | Regression model | Regression model | Regression model |
| سنة النشأة≠ | 2006 | 2019 | 2004 |
| صاحب الطريقة≠ | M. Hashem Pesaran | Wooldridge (textbook treatment); classical least squares | Pedroni; Kao; Westerlund |
| النوع≠ | Heterogeneous panel estimator | Linear regression | Panel cointegration test |
| المصدر التأسيسي≠ | Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625. DOI ↗ |
| الأسماء البديلة≠ | common correlated effects, CCE, CCEMG, Pesaran CCE estimator | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | Pedroni cointegration test, Kao cointegration test, Westerlund cointegration test, panel long-run equilibrium tests |
| ذات صلة≠ | 4 | 5 | 3 |
| الملخص≠ | The Common Correlated Effects Mean Group estimator, introduced by Pesaran in 2006, is a heterogeneous panel-data estimator that controls for cross-sectional dependence by approximating unobserved common factors with the cross-section averages of the variables. It remains consistent when the slope coefficients differ across units. | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). | Panel cointegration tests check whether a set of integrated variables share a stable long-run equilibrium relationship across a panel of cross-sectional units. Pedroni (1999, 2004) provides heterogeneous-panel tests with seven statistics, Kao (1999) gives an ADF-based homogeneous-panel test, and Westerlund (2007) adds error-correction-based tests robust to structural breaks and cross-sectional dependence. |
| ScholarGateمجموعة البيانات ↗ |
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