Сравнение на методи
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| Инструментални променливи за панелни данни (Panel IV / 2SLS)× | Модел с фиксирани ефекти за панелни данни× | |
|---|---|---|
| Област≠ | Причинно-следствено заключение | Иконометрия |
| Семейство | Regression model | Regression model |
| Година на възникване≠ | 1978-1991 | 2014 |
| Създател≠ | Hausman (1978); Anderson & Hsiao (1982); Arellano & Bond (1991) | Hsiao (textbook treatment); within transformation of panel data |
| Тип≠ | Causal inference / panel regression | Panel data regression |
| Основополагащ източник≠ | 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. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Други названия | Panel IV, Panel 2SLS, Within-IV, Fixed-Effects IV | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Свързани≠ | 4 | 5 |
| Резюме≠ | Panel data instrumental variables combines the bias-correcting power of instrumental variables (IV) with the within-unit variation exploited by panel data methods. It addresses endogeneity — omitted variables, reverse causation, or measurement error — in longitudinal settings where observations are repeated across units and time. Seminal contributions come from Hausman (1978) on specification testing and Arellano and Bond (1991) on GMM-based panel IV. | 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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