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Panel ARMA model/Evidence
Method evidence record

Panel ARMA model

The Panel ARMA model extends the classical Autoregressive Moving Average (ARMA) framework to panel data, allowing each cross-sectional unit to carry an individual effect while the within-unit error dynamics follow an ARMA(p, q) process. It captures both autocorrelation and moving-average dependence in panel residuals, yielding efficient estimates when the error structure is correctly specified.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Panel Autoregressive Moving Average Model
Taxonomic method record · regression-model / econometrics
  • Baltagi, B. H. (2008). Econometric Analysis of Panel Data (4th ed.). John Wiley & Sons. · ISBN 978-0470518861
  • Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. · ISBN 978-0521522717
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketARMA modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel AR modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Data Analysismachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Fixed Effects Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketVector Autoregressionmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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