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Time-varying parameter fixed effects model/Evidence
Method evidence record

Time-varying parameter fixed effects model

The time-varying parameter fixed effects (TVP-FE) model extends the classical two-way fixed effects panel regression by allowing one or more slope coefficients to change over time while still controlling for unobserved individual heterogeneity. It is used when the effect of a predictor on an outcome is not constant across the time dimension of a panel dataset.

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Time-Varying Parameter Fixed Effects Model
Taxonomic method record · regression-model / econometrics
  • Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. · ISBN 9781107038875
  • Pesaran, M. H., & Smith, R. (1995). Estimating long-run relationships from dynamic heterogeneous panels. Journal of Econometrics, 68(1), 79-113. · DOI 10.1016/0304-4076(94)01644-F
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Related methods

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Same method familyPanel Fixed Effectsmachine-suggested · Relational suggestion, not evidence.Same method familyState Space Modelmachine-suggested · Relational suggestion, not evidence.

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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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