Methoden vergelijken
Bekijk de geselecteerde methoden naast elkaar; rijen die verschillen zijn gemarkeerd.
| Pooled Mean Group (PMG) Schatter× | ARDL Bounds Test× | |
|---|---|---|
| Vakgebied | Econometrie | Econometrie |
| Familie | Regression model | Regression model |
| Jaar van ontstaan≠ | 1999 | 2001 |
| Grondlegger | Pesaran, Shin & Smith | Pesaran, Shin & Smith |
| Type≠ | Panel cointegration estimator | Cointegration test / Autoregressive distributed lag model |
| Oorspronkelijke bron≠ | Pesaran, M. H., Shin, Y., & Smith, R. P. (1999). Pooled mean group estimation of dynamic heterogeneous panels. Journal of the American Statistical Association, 94(446), 621–634. DOI ↗ | Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics, 16(3), 289–326. DOI ↗ |
| Aliassen | PMG Estimator, Pooled Mean Group, PMG Panel Estimator, Havuzlanmış Ortalama Grup Tahmincisi | Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test) |
| Verwant≠ | 2 | 4 |
| Samenvatting≠ | The Pooled Mean Group (PMG) estimator, introduced by Pesaran, Shin, and Smith (1999), is a panel data technique designed for dynamic heterogeneous panels where the long-run equilibrium relationship is common across groups but short-run dynamics and error variances are allowed to differ. It is particularly suited for macro-panels with moderate N and T, such as cross-country growth, energy consumption, and financial development studies. | The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations. |
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