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Paneldatamodellen

23 methoden in deze familie.

Uitgelicht

Anderson-Hsiao Instrumentele Variabelen SchatterThe 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 AndeBetween EstimatorThe Between Estimator is a panel data regression technique that identifies regression coefficients exclusively from cross-sectional variation across individuals, by collapsing the Cross-Sectional Distributed LagCS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, wDriscoll-Kraay standaardfoutenDriscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. InDumitrescu-Hurlin Panel Granger Causality TestThe Dumitrescu-Hurlin (DH) test, introduced by Elena-Ivona Dumitrescu and Christophe Hurlin in their 2012 Economic Modelling article, tests for Granger non-causality in heterogeneoFama-MacBeth RegressieThe 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

Leesroute

De meest geraadpleegde fundamentele methoden van dit onderwerp, in de volgorde waarin ze zijn ontwikkeld — een plek om te beginnen als u hier nieuw bent.

  1. Hausman-specificatietest (FE vs RE)1978door Jerry A. Hausman
  2. Generaliseerde Methode van Momenten (GMM) Schatter1982door Lars Peter Hansen; Arellano & Bond (dynamic panel)
  3. Systeem GMM (Arellano-Bover / Blundell-Bond)1998door Arellano & Bover (1995); Blundell & Bond (1998)
  4. Cross-Sectional Distributed Lag2001door Pesaran, Shin, and Smith
  5. Method of Moments Quantile Regression2004door Roger Koenker and colleagues
  6. Interactieve Vaste Effecten2009door Jushan Bai
  7. Panel Data Fixed Effects Model2014door Hsiao (textbook treatment); within transformation of panel data
  8. Paneldata Random Effects Model2021door Baltagi (textbook treatment); classical random-effects panel estimator
alle methoden op deze plank ↓

Alle methoden 23

Anderson-Hsiao Instrumentele Variabelen SchatterBetween EstimatorCross-Sectional Distributed LagDriscoll-Kraay standaardfoutenDumitrescu-Hurlin Panel Granger Causality TestFama-MacBeth RegressieFirst-Difference SchatterVast Effecten PaneelmodelGeneraliseerde Methode van Momenten (GMM) SchatterHausman-specificatietest (FE vs RE)Interactieve Vaste EffectenKónya Bootstrap Panel Granger CausalityBias-gecorrigeerde Kleinste Kwadraten Dummy Variabele (LSDVC) SchatterMethod of Moments Quantile RegressionMundlak-Chamberlain Gecorreleerde Willekeurige EffectenPanel Data Fixed Effects ModelPaneel KSSPanel Smooth Transition RegressiePooled Mean Group (PMG) SchatterGepoolde Ordinary Least Squares voor PaneldataPaneldata Random Effects ModelRandom Effects PanelmodelSysteem GMM (Arellano-Bover / Blundell-Bond)

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