Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Modelo ARIMA Panel× | Análisis de Datos de Panel× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1970s–2000s | 1966–1978 |
| Autor original≠ | Extension of Box-Jenkins ARIMA (Box & Jenkins, 1970) to panel settings; formalised in panel econometrics literature (Hsiao, 2003) | Balestra & Nerlove (1966); Mundlak (1978); Hausman (1978) |
| Tipo≠ | Time-series model applied to panel data | Panel regression framework |
| Fuente seminal≠ | Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717 | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528 |
| Alias | Panel ARIMA, ARIMA for panel data, cross-sectional ARIMA, multi-unit ARIMA | longitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis |
| Relacionados | 5 | 5 |
| Resumen≠ | The Panel ARIMA model extends the classical Box-Jenkins ARIMA framework to panel data, fitting autoregressive integrated moving-average dynamics to multiple cross-sectional units observed over time. It accommodates unit-specific short-run dynamics and non-stationarity, making it suitable for forecasting and dynamic analysis when both cross-sectional and temporal dimensions are present. | 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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