ScholarGate
Асистент

Сравнение на методи

Прегледайте избраните методи един до друг; редовете с разлики са откроени.

Модел на изчислим общ равновесен модел (CGE)×Модел с фиксирани ефекти за панелни данни×Модел на векторна авторегресия (VAR)×
ОбластИконометрияИконометрияИконометрия
СемействоRegression modelRegression modelRegression model
Година на възникване200220142005
СъздателLofgren, Harris & Robinson (standard IFPRI CGE model in GAMS); Walrasian general equilibrium theoryHsiao (textbook treatment); within transformation of panel dataLütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
ТипNumerical general equilibrium modelPanel data regressionMultivariate time-series model
Основополагащ източникLofgren, H., Harris, R.L. & Robinson, S. (2002). A Standard Computable General Equilibrium (CGE) Model in GAMS. IFPRI Microcomputers in Policy Research, 5. link ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗
Други названияcomputable general equilibrium, applied general equilibrium model, Hesaplanabilir Genel Denge Modeli (CGE)fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modelivector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Свързани354
РезюмеA Computable General Equilibrium model is a numerical equilibrium framework that represents the input-output relationships among all sectors, factors of production, households, and foreign trade in an economy through a Social Accounting Matrix (SAM). Grounded in Walrasian general equilibrium theory and formalised in the standard IFPRI model of Lofgren, Harris and Robinson (2002), it simulates the economy-wide effects of policy shocks such as tax reform, trade liberalisation, or environmental policy.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).Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005).
ScholarGateНабор от данни
  1. v1
  2. 3 Източници
  3. PUBLISHED
  1. v1
  2. 2 Източници
  3. PUBLISHED
  1. v1
  2. 1 Източници
  3. PUBLISHED

Към търсенето Изтегляне на слайдове

ScholarGateСравнение на методи: CGE Model · Panel Fixed Effects · VAR Model. Извлечено на 2026-06-18 от https://scholargate.app/bg/compare