Sammenlign metoder
Gjennomgå de valgte metodene side om side; rader som avviker, er uthevet.
| Fullt modifisert OLS (FMOLS)-estimator× | Paneldatamodell med faste effekter× | |
|---|---|---|
| Fagfelt | Økonometri | Økonometri |
| Familie | Regression model | Regression model |
| Opprinnelsesår≠ | 1990 | 2014 |
| Opphavsperson≠ | Phillips & Hansen (time series); Pedroni (heterogeneous panels) | Hsiao (textbook treatment); within transformation of panel data |
| Type≠ | Cointegrating regression estimator | 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. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Alias≠ | fully modified OLS, Phillips-Hansen FMOLS, Tam Düzeltilmiş OLS (FMOLS) | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Relaterte | 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. | 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). |
| ScholarGateDatasett ↗ |
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