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حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش1975-19951990
پدیدآورHsiao (1975); Pesaran & Smith (1995)Harvey; Durbin & Koopman (state space treatment); Kalman filter
نوعPanel regression with time-varying slopesState space time series model
منبع بنیادینHsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. ISBN: 9781107038875Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press. DOI ↗
نام‌های دیگرTVP-FE model, time-varying coefficients fixed effects, TVP panel model, locally time-varying fixed effectsstate space, Kalman filter, unobserved components model, Durum Uzayı Modeli (State Space / Kalman Filter)
مرتبط24
خلاصهThe time-varying parameter fixed effects (TVP-FE) model extends the classical two-way fixed effects panel regression by allowing one or more slope coefficients to change over time while still controlling for unobserved individual heterogeneity. It is used when the effect of a predictor on an outcome is not constant across the time dimension of a panel dataset.A state space model is a general time series framework that describes a series through unobserved (latent) state variables linked by a measurement equation and a transition equation, with the states estimated in real time by the Kalman filter. Developed in the state space tradition of Harvey (1990) and Durbin & Koopman (2012), it nests ARIMA and exponential smoothing as special cases.
ScholarGateمجموعه‌داده
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  3. PUBLISHED

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ScholarGateمقایسهٔ روش‌ها: Time-varying parameter fixed effects model · State Space Model. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare