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Anàlisi de dades de panell×Model d'efectes fixos×
CampEconometriaEconometria
FamíliaRegression modelRegression model
Any d'origen1966–19781971–1978
Autor originalBalestra & Nerlove (1966); Mundlak (1978); Hausman (1978)Mundlak (1978); Nerlove (1971); classical panel econometrics
TipusPanel regression frameworkPanel regression estimator
Font seminalBaltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030538002
Àlieslongitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysisFE model, within estimator, least squares dummy variable, LSDV regression
Relacionats55
ResumPanel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test.The fixed effects (FE) model is the workhorse estimator for panel data when unobserved unit-specific characteristics are suspected to correlate with the regressors. By absorbing each entity's time-invariant heterogeneity into a separate intercept, FE isolates the causal effect of within-unit variation and eliminates omitted-variable bias from time-constant confounders.
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