Salīdzināt metodes
Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.
| Kopējo saistīto efektu vidējās grupas (CCEMG) novērtētājs× | DOLS (Dynamic Ordinary Least Squares) novērtēšanas rīks× | |
|---|---|---|
| Nozare | Ekonometrija | Ekonometrija |
| Saime | Regression model | Regression model |
| Izcelsmes gads≠ | 2006 | 1993 |
| Autors≠ | M. Hashem Pesaran | Stock & Watson (1993); panel extension Kao & Chiang (2001) |
| Tips≠ | Heterogeneous panel estimator | Cointegrating regression estimator |
| Pirmavots≠ | Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012. DOI ↗ | Stock, J. H. & Watson, M. W. (1993). A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. Econometrica, 61(4), 783–820. DOI ↗ |
| Citi nosaukumi≠ | common correlated effects, CCE, CCEMG, Pesaran CCE estimator | DOLS, Stock-Watson dynamic OLS, dynamic least squares cointegration estimator, Dinamik OLS (DOLS) |
| Saistītās≠ | 4 | 5 |
| Kopsavilkums≠ | 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. | Dynamic OLS is a cointegrating-regression estimator introduced by Stock and Watson (1993) that recovers the long-run relationship between I(1) variables. It augments the static regression with leads and lags of the differenced regressors, correcting endogeneity bias parametrically so that the long-run coefficient can be estimated by ordinary least squares. |
| ScholarGateDatu kopa ↗ |
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