방법 비교
선택한 방법을 나란히 검토하세요. 서로 다른 행은 강조 표시됩니다.
| 패널 공적분 검정 (페드로니, 카오, 웨스터룬드)× | 증강 평균 그룹 (Augmented Mean Group, AMG) 추정량× | 패널 데이터 고정 효과 모형× | |
|---|---|---|---|
| 분야 | 계량경제학 | 계량경제학 | 계량경제학 |
| 계열 | Regression model | Regression model | Regression model |
| 기원 연도≠ | 2004 | 2010 | 2014 |
| 창시자≠ | Pedroni; Kao; Westerlund | Eberhardt & Teal; Bond & Eberhardt | Hsiao (textbook treatment); within transformation of panel data |
| 유형≠ | Panel cointegration test | Heterogeneous panel data estimator | Panel data regression |
| 원전≠ | Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625. DOI ↗ | Eberhardt, M. & Teal, F. (2010). Productivity Analysis in Global Manufacturing Production. Economics Series Working Papers, No. 515, University of Oxford. link ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| 별칭≠ | Pedroni cointegration test, Kao cointegration test, Westerlund cointegration test, panel long-run equilibrium tests | AMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG) | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| 관련≠ | 3 | 4 | 5 |
| 요약≠ | Panel cointegration tests check whether a set of integrated variables share a stable long-run equilibrium relationship across a panel of cross-sectional units. Pedroni (1999, 2004) provides heterogeneous-panel tests with seven statistics, Kao (1999) gives an ADF-based homogeneous-panel test, and Westerlund (2007) adds error-correction-based tests robust to structural breaks and cross-sectional dependence. | 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). |
| ScholarGate데이터셋 ↗ |
|
|
|