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क्षेत्रअर्थमितिअर्थमितिअर्थमिति
परिवारRegression modelRegression modelRegression model
उद्भव वर्ष198020141978
प्रवर्तकGranger & Joyeux (1980); Hosking (1981)Hsiao (textbook treatment); within transformation of panel dataKoenker & Bassett
प्रकारLong-memory time series modelPanel data regressionConditional quantile regression
मौलिक स्रोतGranger, C. W. J. & Joyeux, R. (1980). An Introduction to Long-Memory Time Series Models and Fractional Differencing. Journal of Time Series Analysis, 1(1), 15–29. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
उपनामfractionally integrated ARMA, long-memory time series model, ARFIMA / FIGARCH, fractional differencing modelfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeliconditional quantile regression, regression quantiles, Kantil Regresyon
संबंधित555
सारांशARFIMA is a time series model that captures long-memory behaviour using a fractional differencing parameter d, generalising the integer differencing of ARIMA. It was introduced by Granger and Joyeux (1980) and formalised by Hosking (1981) to describe series whose autocorrelations decay slowly rather than abruptly.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).Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
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