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| Analiza danych panelowych× | Model dynamicznych danych panelowych× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 1966–1978 | 1988–1991 |
| Twórca≠ | Balestra & Nerlove (1966); Mundlak (1978); Hausman (1978) | Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988) |
| Typ≠ | Panel regression framework | Dynamic regression / GMM estimation |
| Źródło pierwotne≠ | Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030539528 | Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297. DOI ↗ |
| Inne nazwy | longitudinal data analysis, pooled cross-sectional time-series analysis, panel regression, data panel analysis | dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model |
| Pokrewne | 5 | 5 |
| Podsumowanie≠ | Panel data analysis models data that track multiple units — countries, firms, individuals — over time, enabling researchers to control for unobserved unit-level heterogeneity that would otherwise bias cross-sectional or time-series estimates. The two core specifications are fixed effects and random effects, selected via the Hausman test. | The dynamic panel data model extends standard panel regression by including a lagged value of the outcome variable as a regressor, capturing persistence and adjustment dynamics. Because the lagged dependent variable is correlated with the unit-specific fixed effect, ordinary OLS or within estimators are biased; GMM-based methods using internal instruments are the standard remedy. |
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