Comparar métodos
Examine os métodos selecionados lado a lado; as linhas que diferem ficam destacadas.
| Modelo ARIMA de Painel× | Modelo Autorregressivo de Painel (Painel AR)× | |
|---|---|---|
| Área | Econometria | Econometria |
| Família | Regression model | Regression model |
| Ano de origem≠ | 1970s–2000s | 1980s-2000s |
| Autor original≠ | Extension of Box-Jenkins ARIMA (Box & Jenkins, 1970) to panel settings; formalised in panel econometrics literature (Hsiao, 2003) | Hsiao, C.; Arellano, M. |
| Tipo≠ | Time-series model applied to panel data | Autoregressive time-series model for panel data |
| Fonte seminal | Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717 | Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717 |
| Outros nomes | Panel ARIMA, ARIMA for panel data, cross-sectional ARIMA, multi-unit ARIMA | panel autoregressive model, PAR model, AR model for panel data, panel AR(p) |
| Relacionados | 5 | 5 |
| Resumo≠ | The Panel ARIMA model extends the classical Box-Jenkins ARIMA framework to panel data, fitting autoregressive integrated moving-average dynamics to multiple cross-sectional units observed over time. It accommodates unit-specific short-run dynamics and non-stationarity, making it suitable for forecasting and dynamic analysis when both cross-sectional and temporal dimensions are present. | The Panel AR model extends the classical univariate autoregressive model to panel data, capturing how each unit's own past values predict its current value while controlling for unobserved individual heterogeneity through fixed or random effects. It is foundational for modelling dynamic persistence in micro or macro panel datasets. |
| ScholarGateConjunto de dados ↗ |
|
|