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Panell OLS (Mínims Quadrats Ordinaris Agrupats)×Model d'efectes fixos×
CampEconometriaEconometria
FamíliaRegression modelRegression model
Any d'origen1986-20031971–1978
Autor originalClassical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010)Mundlak (1978); Nerlove (1971); classical panel econometrics
TipusLinear panel regressionPanel regression estimator
Font seminalWooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030538002
Àliespooled OLS, pooled ordinary least squares, panel least squares, POLSFE model, within estimator, least squares dummy variable, LSDV regression
Relacionats45
ResumPanel OLS — also called Pooled OLS — applies the classical ordinary least squares estimator to panel data by stacking all cross-sectional units and time periods into a single sample. It estimates one common set of slope coefficients under the assumption that the intercept and slopes are homogeneous across units and time.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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