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تخمین‌گر میانگین گروه اثرات مشترک همبسته (CCEMG)×تخمین‌گر میانگین گروه افزوده (AMG)×رگرسیون حداقل مربعات معمولی (OLS)×مدل اثرات ثابت داده‌های پانل×
حوزهاقتصادسنجیاقتصادسنجیاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression modelRegression modelRegression model
سال پیدایش2006201020192014
پدیدآورM. Hashem PesaranEberhardt & Teal; Bond & EberhardtWooldridge (textbook treatment); classical least squaresHsiao (textbook treatment); within transformation of panel data
نوعHeterogeneous panel estimatorHeterogeneous panel data estimatorLinear regressionPanel data regression
منبع بنیادینPesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012. DOI ↗Eberhardt, M. & Teal, F. (2010). Productivity Analysis in Global Manufacturing Production. Economics Series Working Papers, No. 515, University of Oxford. link ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
نام‌های دیگرcommon correlated effects, CCE, CCEMG, Pesaran CCE estimatorAMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG)ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonufixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
مرتبط4455
خلاصهThe 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.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.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).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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ScholarGateمقایسهٔ روش‌ها: CCEMG Estimator · Augmented Mean Group Estimator · OLS Regression · Panel Fixed Effects. بازیابی‌شده در 2026-06-19 از https://scholargate.app/fa/compare