Paneldatenmodelle
23 Methoden in dieser Familie.
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Anderson-Hsiao Instrumental Variables SchätzerThe 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 EstimatorThe Between Estimator is a panel data regression technique that identifies regression coefficients exclusively from cross-sectional variation across individuals, by collapsing the Querschnittsverteilte VerzögerungCS-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-StandardfehlerDriscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. InDumitrescu-Hurlin-Panel-Granger-KausalitätstestThe 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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This topic's most-referenced foundational methods, in the order they were developed — a place to start if you're new here.
Alle Methoden 23
Anderson-Hsiao Instrumental Variables SchätzerBetween EstimatorQuerschnittsverteilte VerzögerungDriscoll-Kraay-StandardfehlerDumitrescu-Hurlin-Panel-Granger-KausalitätstestFama-MacBeth-RegressionFirst-Difference-SchätzerPanelmodell mit festen EffektenSchätzer für die verallgemeinerte Methode der Momente (GMM)Hausman TestInteraktive feste EffekteKónya Bootstrap Panel Granger-KausalitätBias-korrigierter Kleinste-Quadrate-Dummyvariablen-(LSDVC)-SchätzerMethode der Momente QuantilsregressionMundlak-Chamberlain korrelierte ZufallseffektePaneldaten-Fixed-Effects-ModellPanel KSSPanel Smooth Transition RegressionPooled Mean Group (PMG) SchätzerGepoolte Kleinste Quadrate für PaneldatenPaneldaten-Modell mit ZufallseffektenPanelmodell mit zufälligen EffektenSystem-GMM (Arellano-Bover / Blundell-Bond)