Paneldatamodeller
23 metoder i denne familien.
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Anderson-Hsiao instrumentvariabelskattingsmetodeThe 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 Estimator for paneldataThe Between Estimator is a panel data regression technique that identifies regression coefficients exclusively from cross-sectional variation across individuals, by collapsing the Tverrsnittsfordelt 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 standardfeilDriscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. InDumitrescu-Hurlin Panel Granger-kausalitetstestThe 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-regresjonThe 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
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This topic's most-referenced foundational methods, in the order they were developed — a place to start if you're new here.
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Anderson-Hsiao instrumentvariabelskattingsmetodeBetween Estimator for paneldataTverrsnittsfordelt lagDriscoll-Kraay standardfeilDumitrescu-Hurlin Panel Granger-kausalitetstestFama-MacBeth-regresjonForskjellsskjønnsmetodeFast-effekt-panelmodellGeneralisert momentmetode (GMM) – estimeringHausman spesifikasjonstest (FE vs RE)Interaktive faste effekterKónya Bootstrap Panel Granger CausalityBias-korrigert minste kvadraters dummyvariabel-estimator (LSDVC)Metode for momentkvantilsregresjonMundlak-Chamberlain korrelerte tilfeldige effekterPaneldatamodell med faste effekterPanel KSSPanel Smooth Transition RegressionPooled Mean Group (PMG) EstimatorPooled ordinær minste kvadraters metode for paneldataPaneldatamodell med tilfeldige effekterRandom Effects Panel ModelSystem GMM (Arellano-Bover / Blundell-Bond)