Bandingkan metode

	Estimator Ordinary Least Squares Dinamis (DOLS)	Estimator Grup Rata-rata yang Diperluas (AMG)	Estimator Common Correlated Effects Mean Group (CCEMG)	Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)
Bidang	Ekonometrika	Ekonometrika	Ekonometrika	Ekonometrika
Keluarga	Regression model	Regression model	Regression model	Regression model
Tahun asal	1993	2010	2006	2019
Pencetus	Stock & Watson (1993); panel extension Kao & Chiang (2001)	Eberhardt & Teal; Bond & Eberhardt	M. Hashem Pesaran	Wooldridge (textbook treatment); classical least squares
Tipe	Cointegrating regression estimator	Heterogeneous panel data estimator	Heterogeneous panel estimator	Linear regression
Sumber perintis	Stock, J. H. & Watson, M. W. (1993). A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. Econometrica, 61(4), 783–820.	Eberhardt, M. & Teal, F. (2010). Productivity Analysis in Global Manufacturing Production. Economics Series Working Papers, No. 515, University of Oxford.	Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Alias	DOLS, Stock-Watson dynamic OLS, dynamic least squares cointegration estimator, Dinamik OLS (DOLS)	AMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG)	common correlated effects, CCE, CCEMG, Pesaran CCE estimator	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Terkait	5	4	4	5
Ringkasan	Dynamic OLS is a cointegrating-regression estimator introduced by Stock and Watson (1993) that recovers the long-run relationship between I(1) variables. It augments the static regression with leads and lags of the differenced regressors, correcting endogeneity bias parametrically so that the long-run coefficient can be estimated by ordinary least squares.	The Augmented Mean Group estimator, developed by Eberhardt and Teal (2010), is a panel data method for estimating heterogeneous slope coefficients in the presence of cross-sectional dependence. It approximates the unobserved common dynamic process driving all units and folds it into unit-by-unit regressions, then averages the results.	The 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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).