Sammenlign metoder

	Fullt modifisert OLS (FMOLS)-estimator	Minste kvadraters metode (OLS)	Paneldatamodell med faste effekter
Fagfelt	Økonometri	Økonometri	Økonometri
Familie	Regression model	Regression model	Regression model
Opprinnelsesår	1990	2019	2014
Opphavsperson	Phillips & Hansen (time series); Pedroni (heterogeneous panels)	Wooldridge (textbook treatment); classical least squares	Hsiao (textbook treatment); within transformation of panel data
Type	Cointegrating regression estimator	Linear regression	Panel data regression
Opprinnelig kilde	Phillips, P. C. B. & Hansen, B. E. (1990). Statistical Inference in Instrumental Variables Regression with I(1) Processes. Review of Economic Studies, 57(1), 99–125.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press.
Alias	fully modified OLS, Phillips-Hansen FMOLS, Tam Düzeltilmiş OLS (FMOLS)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Relaterte	5	5	5
Sammendrag	Fully Modified OLS, introduced by Phillips and Hansen (1990), estimates the long-run coefficients of a cointegrating relationship among I(1) variables. It applies a semi-parametric correction to ordinary least squares to remove the bias that endogeneity and serial correlation otherwise induce in cointegrated time series or panel data.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).