Modelli per dati panel
23 metodi in questa famiglia.
In evidenza
Stimatore di Variabili Strumentali di Anderson-HsiaoThe Anderson-Hsiao IV estimator is a method for consistently estimating dynamic panel data models that include a lagged dependent variable as a regressor. Proposed by Theodore AndeIl Stimatore Between per Dati PanelThe Between Estimator is a panel data regression technique that identifies regression coefficients exclusively from cross-sectional variation across individuals, by collapsing the Distributed Lag Cross-Sectional (CS-DL)CS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, wErrori Standard di Driscoll-KraayDriscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. InTest di Causalità di Granger per Pannelli di Dumitrescu-HurlinThe Dumitrescu-Hurlin (DH) test, introduced by Elena-Ivona Dumitrescu and Christophe Hurlin in their 2012 Economic Modelling article, tests for Granger non-causality in heterogeneoRegressione di Fama-MacBethThe Fama-MacBeth procedure is a two-step regression methodology for analyzing cross-sectional relationships while controlling for time-series structure. Introduced by Fama and MacB
Reading path
This topic's most-referenced foundational methods, in the order they were developed — a place to start if you're new here.
Tutti i metodi 23
Stimatore di Variabili Strumentali di Anderson-HsiaoIl Stimatore Between per Dati PanelDistributed Lag Cross-Sectional (CS-DL)Errori Standard di Driscoll-KraayTest di Causalità di Granger per Pannelli di Dumitrescu-HurlinRegressione di Fama-MacBethStimatore alle Prime DifferenzeModello Panel a Effetti FissiStima con il Metodo Generalizzato dei Momenti (GMM)Test di specificazione di Hausman (FE vs RE)Effetti Fissi InterattiviCausalità di Granger Bootstrap di KónyaStimatore LSDVC (Least Squares Dummy Variable) Corretto per il BiasRegressione Quantilica per Metodo dei MomentiEffetto Correlato degli Effetti Casuali di Mundlak-ChamberlainModello a Effetti Fissi per Dati PanelTest KSS per pannelloRegressioni a Transizione Morbida su Dati PanelStimatore Pooled Mean Group (PMG)OLS Raggruppato per Dati PanelModello a Effetti Casuali per Dati PanelModello a Effetti Casuali per Dati PanelGMM Sistematico (Arellano-Bover / Blundell-Bond)