Augmented Mean Group (AMG) Estimator
Augmented Mean Group-estimatoren, udviklet af Eberhardt og Teal (2010), er en paneldatametode til estimering af heterogene hældningskoefficienter i nærvær af tværsnitsafhængighed. Den approksimerer den uobserverede fælles dynamiske proces, der driver alle enheder, og folder den ind i enheds-for-enheds regressioner, hvorefter resultaterne gennemsnitsberegnes.
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Kilder
- Eberhardt, M. & Teal, F. (2010). Productivity Analysis in Global Manufacturing Production. Economics Series Working Papers, No. 515, University of Oxford. link ↗
- Bond, S. & Eberhardt, M. (2013). Accounting for Unobserved Heterogeneity in Panel Time Series Models. Nuffield College Discussion Paper. link ↗
Sådan citerer du denne side
ScholarGate. (2026, June 1). Augmented Mean Group (AMG) Estimator. ScholarGate. https://scholargate.app/da/econometrics/amg-estimator
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