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مقدِّر المربعات الصغرى العادية الديناميكية (DOLS)×مقدّر المجموعة المتوسطة المعززة (AMG)×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة19932010
صاحب الطريقةStock & Watson (1993); panel extension Kao & Chiang (2001)Eberhardt & Teal; Bond & Eberhardt
النوعCointegrating regression estimatorHeterogeneous panel data estimator
المصدر التأسيسيStock, J. H. & Watson, M. W. (1993). A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. Econometrica, 61(4), 783–820. DOI ↗Eberhardt, M. & Teal, F. (2010). Productivity Analysis in Global Manufacturing Production. Economics Series Working Papers, No. 515, University of Oxford. link ↗
الأسماء البديلةDOLS, Stock-Watson dynamic OLS, dynamic least squares cointegration estimator, Dinamik OLS (DOLS)AMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG)
ذات صلة54
الملخصDynamic OLS is a cointegrating-regression estimator introduced by Stock and Watson (1993) that recovers the long-run relationship between I(1) variables. It augments the static regression with leads and lags of the differenced regressors, correcting endogeneity bias parametrically so that the long-run coefficient can be estimated by ordinary least squares.The Augmented Mean Group estimator, developed by Eberhardt and Teal (2010), is a panel data method for estimating heterogeneous slope coefficients in the presence of cross-sectional dependence. It approximates the unobserved common dynamic process driving all units and folds it into unit-by-unit regressions, then averages the results.
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  1. v1
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ScholarGateقارن الطرق: Dynamic OLS · Augmented Mean Group Estimator. استُرجع بتاريخ 2026-06-19 من https://scholargate.app/ar/compare