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सामान्य सहसंबद्ध प्रभाव माध्य समूह (CCEMG) अनुमानक×पैनल डेटा फिक्स्ड इफेक्ट्स मॉडल×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष20062014
प्रवर्तकM. Hashem PesaranHsiao (textbook treatment); within transformation of panel data
प्रकारHeterogeneous panel estimatorPanel data regression
मौलिक स्रोतPesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
उपनामcommon correlated effects, CCE, CCEMG, Pesaran CCE estimatorfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
संबंधित45
सारांशThe Common Correlated Effects Mean Group estimator, introduced by Pesaran in 2006, is a heterogeneous panel-data estimator that controls for cross-sectional dependence by approximating unobserved common factors with the cross-section averages of the variables. It remains consistent when the slope coefficients differ across units.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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