Paneldatamodeller
23 metoder i denne familie.
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Anderson-Hsiao instrumentvariabel-estimatorThe Anderson-Hsiao IV estimator is a method for consistently estimating dynamic panel data models that include a lagged dependent variable as a regressor. Proposed by Theodore AndeBetween-estimator for paneldataThe Between Estimator is a panel data regression technique that identifies regression coefficients exclusively from cross-sectional variation across individuals, by collapsing the Krydssektionel distribueret lagCS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, wDriscoll-Kraay Standard ErrorsDriscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. InDumitrescu-Hurlin Panel Granger KausalitetstestThe Dumitrescu-Hurlin (DH) test, introduced by Elena-Ivona Dumitrescu and Christophe Hurlin in their 2012 Economic Modelling article, tests for Granger non-causality in heterogeneoFama-MacBeth RegressionThe Fama-MacBeth procedure is a two-step regression methodology for analyzing cross-sectional relationships while controlling for time-series structure. Introduced by Fama and MacB
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Alle metoder 23
Anderson-Hsiao instrumentvariabel-estimatorBetween-estimator for paneldataKrydssektionel distribueret lagDriscoll-Kraay Standard ErrorsDumitrescu-Hurlin Panel Granger KausalitetstestFama-MacBeth RegressionFirst-Difference EstimatorFixed Effects Panel ModelGeneraliseret momentmetode (GMM) estimeringHausman-specifikationstesten (FE vs RE)Interaktive faste effekterKónya Bootstrap Panel Granger KausalitetBias-korrigeret mindste kvadraters dummyvariabel (LSDVC) estimatorMetode for momenter kvantilregressionMundlak-Chamberlain korrelerede effekterPanel Data Fixed Effects ModelPanel KSSPanel Smooth Transition RegressionPooled Mean Group (PMG) EstimatorPoolad OLS for paneldataPaneldata Random Effects ModelPanelmodel med tilfældige effekterSystem GMM (Arellano-Bover / Blundell-Bond)