قارن الطرق

	نموذج الانحدار الذاتي للبيانات المقطعية (Panel AR)	نموذج بيانات اللوحة الديناميكية
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1980s-2000s	1991–1998
صاحب الطريقة	Hsiao, C.; Arellano, M.	Arellano & Bond (1991); Blundell & Bond (1998)
النوع	Autoregressive time-series model for panel data	Dynamic panel regression
المصدر التأسيسي	Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717	Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297.
الأسماء البديلة	panel autoregressive model, PAR model, AR model for panel data, panel AR(p)	dynamic panel model, lagged dependent variable panel model, Arellano-Bond type dynamic panel, GMM dynamic panel
ذات صلة	5	5
الملخص	The Panel AR model extends the classical univariate autoregressive model to panel data, capturing how each unit's own past values predict its current value while controlling for unobserved individual heterogeneity through fixed or random effects. It is foundational for modelling dynamic persistence in micro or macro panel datasets.	The dynamic panel data model extends standard panel regression by including one or more lagged values of the outcome variable as regressors. Because past outcomes directly predict current outcomes, the model captures persistence and adjustment dynamics — but it also introduces a correlation between the lagged dependent variable and the individual fixed effect, rendering OLS and standard fixed-effects estimators inconsistent. GMM-based approaches developed by Arellano-Bond and Blundell-Bond resolve this problem.