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Estimador de Diferencias Primeras×Modelo de Efectos Fijos para Datos de Panel×
CampoEconometríaEconometría
FamiliaRegression modelRegression model
Año de origen20102014
Autor originalJeffrey Wooldridge (treatment)Hsiao (textbook treatment); within transformation of panel data
TipoPanel data estimatorPanel data regression
Fuente seminalWooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0-262-23258-8Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
AliasFD Estimator, First-Difference Panel Estimator, First-Difference OLS, Birinci Fark Tahmincisifixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Relacionados25
ResumenThe First-Difference (FD) estimator is a panel data method that eliminates unobserved, time-invariant individual heterogeneity by subtracting each unit's observation in period t-1 from its observation in period t. By operating on changes rather than levels, FD removes any fixed individual effect that would otherwise confound causal inference. It is widely used in labor economics, program evaluation, and applied microeconomics whenever researchers suspect persistent unobserved differences across individuals, firms, or countries.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGateComparar métodos: First-Difference Estimator · Panel Fixed Effects. Recuperado el 2026-06-15 de https://scholargate.app/es/compare