Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Pooled Mean Group (PMG) estimaator× | Paneelide andmete fikseeritud efektide mudel× | |
|---|---|---|
| Valdkond | Ökonomeetria | Ökonomeetria |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 1999 | 2014 |
| Looja≠ | Pesaran, Shin & Smith | Hsiao (textbook treatment); within transformation of panel data |
| Tüüp≠ | Panel cointegration estimator | Panel data regression |
| Algallikas≠ | Pesaran, M. H., Shin, Y., & Smith, R. P. (1999). Pooled mean group estimation of dynamic heterogeneous panels. Journal of the American Statistical Association, 94(446), 621–634. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Rööpnimetused | PMG Estimator, Pooled Mean Group, PMG Panel Estimator, Havuzlanmış Ortalama Grup Tahmincisi | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Seotud≠ | 2 | 5 |
| Kokkuvõte≠ | The Pooled Mean Group (PMG) estimator, introduced by Pesaran, Shin, and Smith (1999), is a panel data technique designed for dynamic heterogeneous panels where the long-run equilibrium relationship is common across groups but short-run dynamics and error variances are allowed to differ. It is particularly suited for macro-panels with moderate N and T, such as cross-country growth, energy consumption, and financial development studies. | 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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