Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Augmented Mean Group (AMG) estimaator× | Paneelkointegratsioonitestid (Pedroni, Kao, Westerlund)× | Paneelide andmete fikseeritud efektide mudel× | |
|---|---|---|---|
| Valdkond | Ökonomeetria | Ökonomeetria | Ökonomeetria |
| Perekond | Regression model | Regression model | Regression model |
| Tekkeaasta≠ | 2010 | 2004 | 2014 |
| Looja≠ | Eberhardt & Teal; Bond & Eberhardt | Pedroni; Kao; Westerlund | Hsiao (textbook treatment); within transformation of panel data |
| Tüüp≠ | Heterogeneous panel data estimator | Panel cointegration test | Panel data regression |
| Algallikas≠ | Eberhardt, M. & Teal, F. (2010). Productivity Analysis in Global Manufacturing Production. Economics Series Working Papers, No. 515, University of Oxford. link ↗ | Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Rööpnimetused≠ | AMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG) | Pedroni cointegration test, Kao cointegration test, Westerlund cointegration test, panel long-run equilibrium tests | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Seotud≠ | 4 | 3 | 5 |
| Kokkuvõte≠ | The 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. | Panel cointegration tests check whether a set of integrated variables share a stable long-run equilibrium relationship across a panel of cross-sectional units. Pedroni (1999, 2004) provides heterogeneous-panel tests with seven statistics, Kao (1999) gives an ADF-based homogeneous-panel test, and Westerlund (2007) adds error-correction-based tests robust to structural breaks and cross-sectional dependence. | 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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