手法を比較

	Common Correlated Effects Mean Group (CCEMG) 推定手法	Augmented Mean Group (AMG) 推定量の概要	パネルデータ固定効果モデル
分野	計量経済学	計量経済学	計量経済学
系統	Regression model	Regression model	Regression model
提唱年	2006	2010	2014
提唱者	M. Hashem Pesaran	Eberhardt & Teal; Bond & Eberhardt	Hsiao (textbook treatment); within transformation of panel data
種類	Heterogeneous panel estimator	Heterogeneous panel data estimator	Panel data regression
原典	Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012.	Eberhardt, M. & Teal, F. (2010). Productivity Analysis in Global Manufacturing Production. Economics Series Working Papers, No. 515, University of Oxford.	Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press.
別名	common correlated effects, CCE, CCEMG, Pesaran CCE estimator	AMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG)	fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
関連	4	4	5
概要	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.	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 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).