Compara mètodes

	Estimador FMOLS (Fully Modified OLS)	La prova de límits ARDL (Pesaran Bounds Test)	Estimador de Mitjana de Grup d'Efectes Correlacionats Comuns (CCEMG)	Estimador de Mínims Quadrats Ordinàris Dinàmics (DOLS)	Regressió per Mínims Quadrats Ordinàris (MQO)
Camp	Econometria	Econometria	Econometria	Econometria	Econometria
Família	Regression model	Regression model	Regression model	Regression model	Regression model
Any d'origen	1990	2001	2006	1993	2019
Autor original	Phillips & Hansen (time series); Pedroni (heterogeneous panels)	Pesaran, Shin & Smith	M. Hashem Pesaran	Stock & Watson (1993); panel extension Kao & Chiang (2001)	Wooldridge (textbook treatment); classical least squares
Tipus	Cointegrating regression estimator	Cointegration test / Autoregressive distributed lag model	Heterogeneous panel estimator	Cointegrating regression estimator	Linear regression
Font seminal	Phillips, P. C. B. & Hansen, B. E. (1990). Statistical Inference in Instrumental Variables Regression with I(1) Processes. Review of Economic Studies, 57(1), 99–125.	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics, 16(3), 289–326.	Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012.	Stock, J. H. & Watson, M. W. (1993). A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. Econometrica, 61(4), 783–820.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Àlies	fully modified OLS, Phillips-Hansen FMOLS, Tam Düzeltilmiş OLS (FMOLS)	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)	common correlated effects, CCE, CCEMG, Pesaran CCE estimator	DOLS, Stock-Watson dynamic OLS, dynamic least squares cointegration estimator, Dinamik OLS (DOLS)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Relacionats	5	4	4	5	5
Resum	Fully Modified OLS, introduced by Phillips and Hansen (1990), estimates the long-run coefficients of a cointegrating relationship among I(1) variables. It applies a semi-parametric correction to ordinary least squares to remove the bias that endogeneity and serial correlation otherwise induce in cointegrated time series or panel data.	The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.	The Common Correlated Effects Mean Group estimator, introduced by Pesaran in 2006, is a heterogeneous panel-data estimator that controls for cross-sectional dependence by approximating unobserved common factors with the cross-section averages of the variables. It remains consistent when the slope coefficients differ across units.	Dynamic OLS is a cointegrating-regression estimator introduced by Stock and Watson (1993) that recovers the long-run relationship between I(1) variables. It augments the static regression with leads and lags of the differenced regressors, correcting endogeneity bias parametrically so that the long-run coefficient can be estimated by ordinary least squares.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).