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تخمین‌گر میانگین گروه اثرات مشترک همبسته (CCEMG)×تخمین‌گر میانگین گروه افزوده (AMG)×مدل اثرات ثابت داده‌های پانل×
حوزهاقتصادسنجیاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression modelRegression model
سال پیدایش200620102014
پدیدآورM. Hashem PesaranEberhardt & Teal; Bond & EberhardtHsiao (textbook treatment); within transformation of panel data
نوعHeterogeneous panel estimatorHeterogeneous panel data estimatorPanel 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 ↗Hsiao, 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)fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
مرتبط445
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.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 · Panel Fixed Effects. بازیابی‌شده در 2026-06-19 از https://scholargate.app/fa/compare