Compara mètodes

	Regressió per Mínims Quadrats Ordinàris (MQO)	Autoregressió vectorial de panell (Panel VAR)	Regressió quantílica
Camp	Econometria	Econometria	Econometria
Família	Regression model	Regression model	Regression model
Any d'origen	2019	1988	1978
Autor original	Wooldridge (textbook treatment); classical least squares	Holtz-Eakin, Newey & Rosen	Koenker & Bassett
Tipus	Linear regression	Panel vector autoregression	Conditional quantile regression
Font seminal	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Holtz-Eakin, D., Newey, W. & Rosen, H. S. (1988). Estimating Vector Autoregressions with Panel Data. Econometrica, 56(6), 1371-1395.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Àlies	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	PVAR, panel vector autoregression, Panel VAR (PVAR)	conditional quantile regression, regression quantiles, Kantil Regresyon
Relacionats	5	3	5
Resum	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).	Panel VAR extends the vector autoregression model to panel data, modelling the dynamic interactions among several variables while controlling for cross-unit heterogeneity through fixed effects. It was introduced by Holtz-Eakin, Newey and Rosen in 1988 and produces impulse-response functions and variance decompositions at the panel level.	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.