Metodebevisregister

CCEMG Estimator

The Common Correlated Effects Mean Group estimator, introduced by Pesaran in 2006, is a heterogeneous panel-data estimator that controls for cross-sectional dependence by approximating unobserved common factors with the cross-section averages of the variables. It remains consistent when the slope coefficients differ across units.

Sources recorded, not reviewed

Kilderegister

Siteringer kopiert ordrett fra metodens kilderegister. Ingen påstandsnivåverifisering er underforstått fra dem.

Common Correlated Effects Mean Group Estimator

Taksonomisk metoderegister · regression-model / econometrics

Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012. · DOI 10.1111/j.1468-0262.2006.00692.x

Åpne full metode

Kuraterte påstander

Påstander lagret i bevishovedboken, hver med sin egen vurdering.

Ingen kuraterte påstander ennå

Denne visningen finner ikke opp en påstandsvurdering når hovedboken ikke har noen.

Relaterte metoder

Generert fra metodegrafen og vist som maskinforslåtte relasjoner – ingen bevispåstand er underforstått.

Same method familyAugmented Mean Group Estimatormachine-suggested · Relational suggestion, not evidence.Same method familyOLS Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyPanel Cointegration Testsmachine-suggested · Relational suggestion, not evidence.Same method familyPanel Fixed Effectsmachine-suggested · Relational suggestion, not evidence.