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مدل پانل آریما×تحلیل داده‌های پانل×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش1970s–2000s1966–1978
پدیدآورExtension of Box-Jenkins ARIMA (Box & Jenkins, 1970) to panel settings; formalised in panel econometrics literature (Hsiao, 2003)Balestra & Nerlove (1966); Mundlak (1978); Hausman (1978)
نوعTime-series model applied to panel dataPanel regression framework
منبع بنیادینHsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528
نام‌های دیگرPanel ARIMA, ARIMA for panel data, cross-sectional ARIMA, multi-unit ARIMAlongitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis
مرتبط55
خلاصهThe Panel ARIMA model extends the classical Box-Jenkins ARIMA framework to panel data, fitting autoregressive integrated moving-average dynamics to multiple cross-sectional units observed over time. It accommodates unit-specific short-run dynamics and non-stationarity, making it suitable for forecasting and dynamic analysis when both cross-sectional and temporal dimensions are present.Panel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test.
ScholarGateمجموعه‌داده
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  3. PUBLISHED
  1. v1
  2. 2 منابع
  3. PUBLISHED

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ScholarGateمقایسهٔ روش‌ها: Panel ARIMA model · Panel Data Analysis. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare