Paneelandmete mudelid
23 meetodit selles perekonnas.
Esiletõstetud
Anderson-Hsiao instrumentaalmuutujate estimaatorThe Anderson-Hsiao IV estimator is a method for consistently estimating dynamic panel data models that include a lagged dependent variable as a regressor. Proposed by Theodore AndePaneelandmete regressioonimeetod "Between Estimator"The Between Estimator is a panel data regression technique that identifies regression coefficients exclusively from cross-sectional variation across individuals, by collapsing the Risti-lõikelised viitega mudel (Cross-Sectional Distributed Lag)CS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, wDriscoll-Kraay standardveadDriscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. InDumitrescu-Hurlini paneel-Grangeri põhjuslikkuse testThe Dumitrescu-Hurlin (DH) test, introduced by Elena-Ivona Dumitrescu and Christophe Hurlin in their 2012 Economic Modelling article, tests for Granger non-causality in heterogeneoFama-MacBethi regressioonThe Fama-MacBeth procedure is a two-step regression methodology for analyzing cross-sectional relationships while controlling for time-series structure. Introduced by Fama and MacB
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Kõik meetodid 23
Anderson-Hsiao instrumentaalmuutujate estimaatorPaneelandmete regressioonimeetod "Between Estimator"Risti-lõikelised viitega mudel (Cross-Sectional Distributed Lag)Driscoll-Kraay standardveadDumitrescu-Hurlini paneel-Grangeri põhjuslikkuse testFama-MacBethi regressioonFirst-Difference EstimatorFikseeritud efektide paneelmudelMomendimeetodi (GMM) üldistatud hinnangHausman-i spetsifitseerimistest (FE vs RE)Interaktiivsed fikseeritud efektidKónya Bootstrap Panel Granger CausalityEstimaja LSDVC (Least Squares Dummy Variable Corrected for Bias)Momenta meetodite kvantiilregressioonMundlak-Chamberlain'i korreleeruvate juhuslike efektide mudelPaneelide andmete fikseeritud efektide mudelPaneeli KSS testPaneeli sujuva ülemineku regressioonPooled Mean Group (PMG) estimaatorPooled OLSPaneelandmete juhuslike mõjude mudelRandom Effects Panel ModelSüsteem GMM (Arellano-Bover / Blundell-Bond)