Sammenlign metoder
Gennemgå dine valgte metoder side om side; rækker, der afviger, er fremhævet.
| Panel SVAR model× | Panel VECM (Panel Vector Error Correction Model)× | |
|---|---|---|
| Fagområde | Økonometri | Økonometri |
| Familie | Regression model | Regression model |
| Oprindelsesår≠ | 2004 (panel extension); 1986 (SVAR origins) | 1987–1995 |
| Ophavsperson≠ | Canova & Ciccarelli; Bernanke (SVAR identification) | Engle & Granger (1987) for VECM; Holtz-Eakin, Newey & Rosen (1988) for panel VAR extension |
| Type≠ | Multivariate time-series model with structural identification | Multivariate dynamic panel model |
| Oprindelig kilde≠ | Canova, F., & Ciccarelli, M. (2004). Forecasting and turning point predictions in a Bayesian panel VAR model. Journal of Econometrics, 120(2), 327-359. DOI ↗ | Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276. DOI ↗ |
| Aliasser | Panel SVAR, PSVAR, Structural Panel VAR, Panel Structural VAR | Panel VECM, panel vector error correction model, PVECM, panel cointegrating VAR |
| Relaterede | 5 | 5 |
| Resumé≠ | The Panel SVAR model extends the Structural VAR framework to panel data, jointly modelling multiple endogenous time-series variables across several cross-sectional units (e.g., countries or firms). Structural restrictions — short-run, long-run, or sign restrictions — are imposed on the contemporaneous relationships among variables to identify economically meaningful causal shocks and trace their propagation across units and time. | Panel VECM combines vector error correction modelling with panel data, simultaneously capturing the long-run cointegrating equilibrium among multiple I(1) variables and their short-run adjustment dynamics across multiple cross-sectional units. It is the standard framework when panel variables share at least one common stochastic trend. |
| ScholarGateDatasæt ↗ |
|
|