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الانحدارات التي تبدو غير مترابطة (SUR)×نموذج التأثيرات الثابتة لبيانات السلاسل الزمنية المقطعية×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة19622014
صاحب الطريقةArnold ZellnerHsiao (textbook treatment); within transformation of panel data
النوعSystem regression (multi-equation)Panel data regression
المصدر التأسيسيZellner, A. (1962). An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias. Journal of the American Statistical Association, 57(298), 348-368. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
الأسماء البديلةSUR, Zellner's SUR, seemingly unrelated regression equations, Görünürde İlişkisiz Regresyon (SUR)fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
ذات صلة55
الملخصSeemingly Unrelated Regressions, introduced by Arnold Zellner in 1962, is a system regression method that estimates several linear equations jointly when their error terms are correlated across equations. By exploiting that cross-equation correlation through generalized least squares, it is more efficient than estimating each equation separately by OLS.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGateقارن الطرق: Seemingly Unrelated Regression · Panel Fixed Effects. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare