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مدل داده‌های پانل پویا×مدل اثرات ثابت داده‌های پانل×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش1988–19912014
پدیدآورArellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988)Hsiao (textbook treatment); within transformation of panel data
نوعDynamic regression / GMM estimationPanel data regression
منبع بنیادینArellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
نام‌های دیگرdynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond modelfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
مرتبط55
خلاصهThe dynamic panel data model extends standard panel regression by including a lagged value of the outcome variable as a regressor, capturing persistence and adjustment dynamics. Because the lagged dependent variable is correlated with the unit-specific fixed effect, ordinary OLS or within estimators are biased; GMM-based methods using internal instruments are the standard remedy.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: Dynamic Panel Data Model · Panel Fixed Effects. بازیابی‌شده در 2026-06-18 از https://scholargate.app/fa/compare