Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Instrumentální proměnné pomocí dvoufázové metody nejmenších čtverců (IV/2SLS)× | Model panelových dat s fixními efekty× | |
|---|---|---|
| Obor≠ | Kauzální inference | Ekonometrie |
| Rodina | Regression model | Regression model |
| Rok vzniku≠ | 2009 | 2014 |
| Tvůrce≠ | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) | Hsiao (textbook treatment); within transformation of panel data |
| Typ≠ | Instrumental-variables regression | Panel data regression |
| Původní zdroj≠ | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Další názvy≠ | instrumental variables, IV estimation, 2SLS, instrumental variable regression | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Příbuzné | 5 | 5 |
| Shrnutí≠ | IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009). | 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). |
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