Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Modèle ARMA de Panel× | Analyse de données de panel× | |
|---|---|---|
| Domaine | Économétrie | Économétrie |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 1980s–2000s | 1966–1978 |
| Auteur d'origine≠ | Baltagi, Hsiao and related panel data literature | Balestra & Nerlove (1966); Mundlak (1978); Hausman (1978) |
| Type≠ | Panel time series model | Panel regression framework |
| Source fondatrice≠ | Baltagi, B. H. (2008). Econometric Analysis of Panel Data (4th ed.). John Wiley & Sons. ISBN: 978-0470518861 | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528 |
| Alias | Panel ARMA, ARMA panel model, panel autoregressive moving average, cross-sectional ARMA | longitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis |
| Apparentées | 5 | 5 |
| Résumé≠ | The Panel ARMA model extends the classical Autoregressive Moving Average (ARMA) framework to panel data, allowing each cross-sectional unit to carry an individual effect while the within-unit error dynamics follow an ARMA(p, q) process. It captures both autocorrelation and moving-average dependence in panel residuals, yielding efficient estimates when the error structure is correctly specified. | 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. |
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