Comparer des méthodes

	Moindres Carrés Généralisés sur Panneaux (MCG Panneau)	Moindres carrés ordinaires sur données de panel (Pooled OLS)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1935 / developed for panels 1980s–1990s	1986-2003
Auteur d'origine	Aitken (1935); extended to panel data by Baltagi and others	Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010)
Type	Generalized linear regression	Linear panel regression
Source fondatrice	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
Alias	Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel	pooled OLS, pooled ordinary least squares, panel least squares, POLS
Apparentées	3	4
Résumé	Panel GLS is a regression method for longitudinal data that explicitly models the non-spherical error structure — heteroscedasticity across units and serial correlation within units — to recover efficient coefficient estimates. Unlike OLS, it weights observations by the inverse of the error covariance matrix, yielding the Best Linear Unbiased Estimator when the error structure is correctly specified.	Panel OLS — also called Pooled OLS — applies the classical ordinary least squares estimator to panel data by stacking all cross-sectional units and time periods into a single sample. It estimates one common set of slope coefficients under the assumption that the intercept and slopes are homogeneous across units and time.