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공통 상관 효과 평균 그룹(CCEMG) 추정량×최소제곱법(OLS) 회귀×패널 데이터 고정 효과 모형×
분야계량경제학계량경제학계량경제학
계열Regression modelRegression modelRegression model
기원 연도200620192014
창시자M. Hashem PesaranWooldridge (textbook treatment); classical least squaresHsiao (textbook treatment); within transformation of panel data
유형Heterogeneous panel estimatorLinear regressionPanel data regression
원전Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
별칭common correlated effects, CCE, CCEMG, Pesaran CCE estimatorordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonufixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
관련455
요약The 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).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).
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