Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Modelo de datos de panel dinámico× | Análisis de Datos de Panel× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1988–1991 | 1966–1978 |
| Autor original≠ | Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988) | Balestra & Nerlove (1966); Mundlak (1978); Hausman (1978) |
| Tipo≠ | Dynamic regression / GMM estimation | Panel regression framework |
| Fuente seminal≠ | Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297. DOI ↗ | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528 |
| Alias | dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model | longitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis |
| Relacionados | 5 | 5 |
| Resumen≠ | The dynamic panel data model extends standard panel regression by including a lagged value of the outcome variable as a regressor, capturing persistence and adjustment dynamics. Because the lagged dependent variable is correlated with the unit-specific fixed effect, ordinary OLS or within estimators are biased; GMM-based methods using internal instruments are the standard remedy. | Panel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test. |
| ScholarGateConjunto de datos ↗ |
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