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| Стандартни грешки на Дрискол-Краай× | Модел с фиксирани ефекти за панелни данни× | |
|---|---|---|
| Област | Иконометрия | Иконометрия |
| Семейство | Regression model | Regression model |
| Година на възникване≠ | 1998 | 2014 |
| Създател≠ | John Driscoll & Aart Kraay | Hsiao (textbook treatment); within transformation of panel data |
| Тип≠ | Nonparametric heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for panel data | Panel data regression |
| Основополагащ източник≠ | Driscoll, J. C., & Kraay, A. C. (1998). Consistent covariance matrix estimation with spatially dependent panel data. Review of Economics and Statistics, 80(4), 549–560. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Други названия | DK Standard Errors, Driscoll-Kraay Covariance Estimator, Spatial-Temporal HAC Standard Errors, Driscoll-Kraay Standart Hatalar | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Свързани≠ | 2 | 5 |
| Резюме≠ | Driscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. Introduced by Driscoll and Kraay in 1998, the method corrects inference when residuals exhibit cross-sectional dependence, serial autocorrelation, and heteroskedasticity simultaneously—problems common in macroeconomic and international finance panels where units such as countries or industries share common shocks. | 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). |
| ScholarGateНабор от данни ↗ |
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