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Model data panel

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Sorotan

Penganggar Pemboleh Ubah Instrumental Anderson-HsiaoThe Anderson-Hsiao IV estimator is a method for consistently estimating dynamic panel data models that include a lagged dependent variable as a regressor. Proposed by Theodore AndePenganggar Antara untuk Data PanelThe Between Estimator is a panel data regression technique that identifies regression coefficients exclusively from cross-sectional variation across individuals, by collapsing the Lag Teragih Rentas BahagianCS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, wRalat Piawai Driscoll-KraayDriscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. InUjian Kausaliti Granger Panel Dumitrescu-HurlinThe Dumitrescu-Hurlin (DH) test, introduced by Elena-Ivona Dumitrescu and Christophe Hurlin in their 2012 Economic Modelling article, tests for Granger non-causality in heterogeneoRegresi Fama-MacBethThe Fama-MacBeth procedure is a two-step regression methodology for analyzing cross-sectional relationships while controlling for time-series structure. Introduced by Fama and MacB

Laluan bacaan

Kaedah asas yang paling banyak dirujuk bagi topik ini, mengikut susunan ia dibangunkan — tempat untuk bermula jika anda baharu di sini.

  1. Ujian Spesifikasi Hausman (FE lwn RE)1978oleh Jerry A. Hausman
  2. Anggaran Kaedah Momen Teritlak (GMM)1982oleh Lars Peter Hansen; Arellano & Bond (dynamic panel)
  3. System GMM (Arellano-Bover / Blundell-Bond)1998oleh Arellano & Bover (1995); Blundell & Bond (1998)
  4. Lag Teragih Rentas Bahagian2001oleh Pesaran, Shin, and Smith
  5. Regresi Kuantil Kaedah Momen2004oleh Roger Koenker and colleagues
  6. Kesan Tetap Interaktif2009oleh Jushan Bai
  7. Model Kesan Tetap Data Panel2014oleh Hsiao (textbook treatment); within transformation of panel data
  8. Model Kesilapan Rawak Data Panel2021oleh Baltagi (textbook treatment); classical random-effects panel estimator
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Semua kaedah 23

Penganggar Pemboleh Ubah Instrumental Anderson-HsiaoPenganggar Antara untuk Data PanelLag Teragih Rentas BahagianRalat Piawai Driscoll-KraayUjian Kausaliti Granger Panel Dumitrescu-HurlinRegresi Fama-MacBethPrakiraan Perbezaan PertamaModel Panel Kesan TetapAnggaran Kaedah Momen Teritlak (GMM)Ujian Spesifikasi Hausman (FE lwn RE)Kesan Tetap InteraktifKónya Bootstrap Panel Granger CausalityPenyukat Pembolehubah Palsu Kuasa Dua Terkecil (LSDVC) yang Dikoreksi BiasRegresi Kuantil Kaedah MomenEstimator Kesankean Pekali Rawak Mundlak-ChamberlainModel Kesan Tetap Data PanelUjian Panel KSSRegresi Peralihan Halus PanelPenghitung Purata Kumpulan Terkumpul (PMG)Ordinary Least Squares Terpukal untuk Data PanelModel Kesilapan Rawak Data PanelModel Kesilahan Rawak (Random Effects Panel Model)System GMM (Arellano-Bover / Blundell-Bond)

Lagi dalam Panel dan Multiaras

Model multiaras 45