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| Stimatore Augmented Mean Group (AMG)× | Stimatore Common Correlated Effects Mean Group (CCEMG)× | |
|---|---|---|
| Campo | Econometria | Econometria |
| Famiglia | Regression model | Regression model |
| Anno di origine≠ | 2010 | 2006 |
| Ideatore≠ | Eberhardt & Teal; Bond & Eberhardt | M. Hashem Pesaran |
| Tipo≠ | Heterogeneous panel data estimator | Heterogeneous panel estimator |
| Fonte seminale≠ | Eberhardt, M. & Teal, F. (2010). Productivity Analysis in Global Manufacturing Production. Economics Series Working Papers, No. 515, University of Oxford. link ↗ | Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012. DOI ↗ |
| Alias≠ | AMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG) | common correlated effects, CCE, CCEMG, Pesaran CCE estimator |
| Correlati | 4 | 4 |
| Sintesi≠ | 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. |
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