Common Correlated Effects Mean Group (CCEMG) Estimator
Common Correlated Effects Mean Group-estimatoren, introduceret af Pesaran i 2006, er en heterogen paneldata-estimator, der kontrollerer for tværsnitsafhængighed ved at approksimere uobserverede fælles faktorer med tværsnitsgennemsnit af variablerne. Den forbliver konsistent, når hældningskoefficienterne varierer på tværs af enheder.
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Method map
The neighbourhood of related methods — select a node to explore.
Kilder
- Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012. DOI: 10.1111/j.1468-0262.2006.00692.x ↗
Sådan citerer du denne side
ScholarGate. (2026, June 1). Common Correlated Effects Mean Group Estimator. ScholarGate. https://scholargate.app/da/econometrics/ccemg-estimator
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Augmented Mean Group (AMG) EstimatorØkonometri↔ compare
- Almindelig mindste kvadraters metode (OLS) regressionØkonometri↔ compare
- Panel Cointegration Tests (Pedroni, Kao, Westerlund)Økonometri↔ compare
- Panel Data Fixed Effects ModelØkonometri↔ compare
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