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| Model Data Panel Dinamis Bayesian× | Model Efek Tetap Panel× | |
|---|---|---|
| Bidang | Ekonometrika | Ekonometrika |
| Keluarga | Regression model | Regression model |
| Tahun asal≠ | 2002–2007 | 1978 |
| Pencetus≠ | Hsiao, Pesaran, Tahmiscioglu; Arellano & Bonhomme | Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021) |
| Tipe≠ | Bayesian panel model | Panel regression estimator |
| Sumber perintis≠ | Hsiao, C., Pesaran, M. H., & Tahmiscioglu, A. K. (2002). Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods. Journal of Econometrics, 109(1), 107–150. DOI ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Alias | Bayesian DPD model, Bayesian lagged dependent variable panel model, Bayesian autoregressive panel model, B-DPD | within estimator, FE model, within-group estimator, LSDV model |
| Terkait≠ | 6 | 5 |
| Ringkasan≠ | The Bayesian dynamic panel data model extends standard dynamic panel models — which include a lagged dependent variable to capture state dependence — by estimating all parameters within a Bayesian framework. Prior distributions are combined with the likelihood to yield a full posterior distribution over model parameters, enabling probabilistic inference and coherent uncertainty quantification even in short panels. | The panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors. |
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