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Augmented Mean Group (AMG) -estimaattori×Paneeliaineiston kiinteiden vaikutusten malli×
TieteenalaEkonometriaEkonometria
MenetelmäperheRegression modelRegression model
Syntyvuosi20102014
KehittäjäEberhardt & Teal; Bond & EberhardtHsiao (textbook treatment); within transformation of panel data
TyyppiHeterogeneous panel data estimatorPanel data regression
AlkuperäislähdeEberhardt, 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 ↗
RinnakkaisnimetAMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG)fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Liittyvät45
TiivistelmäThe 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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  1. v1
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  3. PUBLISHED

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ScholarGateVertaile menetelmiä: Augmented Mean Group Estimator · Panel Fixed Effects. Haettu 2026-06-18 osoitteesta https://scholargate.app/fi/compare