Pooled OLS
Pooled OLS applies standard ordinary least squares to panel data by stacking all cross-sectional and time observations into a single dataset and ignoring the panel structure during estimation. It is the most transparent starting point for panel data analysis, widely used in economics, finance, and social sciences when researchers wish to estimate average partial effects across individuals and time periods without imposing strong distributional assumptions about unobserved heterogeneity.
Kilderegistrering
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- Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. · ISBN 978-0-262-23258-8
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