Panel data models
23 methods in this family.
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Anderson-Hsiao IVThe 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 CS-DLCS-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 SEDriscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. InDumitrescu-Hurlin CausalityThe 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
All methods 23
Anderson-Hsiao IVBetween EstimatorCS-DLDriscoll-Kraay SEDumitrescu-Hurlin CausalityFama-MacBeth RegressionFirst-Difference EstimatorFixed Effects Panel ModelGMM EstimationHausman TestInteractive Fixed EffectsKónya Bootstrap CausalityLSDVCMethod of Moments Quantile RegressionMundlak-ChamberlainPanel Fixed EffectsPanel KSSPanel Smooth Transition RegressionPooled Mean Group (PMG)Pooled OLSRandom Effects ModelRandom Effects Panel ModelSystem GMM