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Augmented Mean Group (AMG) estimaator×Ühiste korreleeritud mõjude keskmise rühma (CCEMG) hinnang×
ValdkondÖkonomeetriaÖkonomeetria
PerekondRegression modelRegression model
Tekkeaasta20102006
LoojaEberhardt & Teal; Bond & EberhardtM. Hashem Pesaran
TüüpHeterogeneous panel data estimatorHeterogeneous panel estimator
AlgallikasEberhardt, M. & Teal, F. (2010). Productivity Analysis in Global Manufacturing Production. Economics Series Working Papers, No. 515, University of Oxford. link ↗Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012. DOI ↗
RööpnimetusedAMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG)common correlated effects, CCE, CCEMG, Pesaran CCE estimator
Seotud44
KokkuvõteThe Augmented Mean Group estimator, developed by Eberhardt and Teal (2010), is a panel data method for estimating heterogeneous slope coefficients in the presence of cross-sectional dependence. It approximates the unobserved common dynamic process driving all units and folds it into unit-by-unit regressions, then averages the results.The Common Correlated Effects Mean Group estimator, introduced by Pesaran in 2006, is a heterogeneous panel-data estimator that controls for cross-sectional dependence by approximating unobserved common factors with the cross-section averages of the variables. It remains consistent when the slope coefficients differ across units.
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ScholarGateVõrdle meetodeid: Augmented Mean Group Estimator · CCEMG Estimator. Loetud 2026-06-18 aadressilt https://scholargate.app/et/compare