Modele de date panel
23 metode în această familie.
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Estimatorul Anderson-Hsiao pentru Variabile InstrumentaleThe Anderson-Hsiao IV estimator is a method for consistently estimating dynamic panel data models that include a lagged dependent variable as a regressor. Proposed by Theodore AndeEstimatorul „Between” pentru Date PanelThe Between Estimator is a panel data regression technique that identifies regression coefficients exclusively from cross-sectional variation across individuals, by collapsing the Distribuție transversală a întârzierilorCS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, wErori standard Driscoll-KraayDriscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. InTestul Granger de Causalitate în Panou Dumitrescu-HurlinThe Dumitrescu-Hurlin (DH) test, introduced by Elena-Ivona Dumitrescu and Christophe Hurlin in their 2012 Economic Modelling article, tests for Granger non-causality in heterogeneoRegresia Fama-MacBethThe Fama-MacBeth procedure is a two-step regression methodology for analyzing cross-sectional relationships while controlling for time-series structure. Introduced by Fama and MacB
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This topic's most-referenced foundational methods, in the order they were developed — a place to start if you're new here.
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Estimatorul Anderson-Hsiao pentru Variabile InstrumentaleEstimatorul „Between” pentru Date PanelDistribuție transversală a întârzierilorErori standard Driscoll-KraayTestul Granger de Causalitate în Panou Dumitrescu-HurlinRegresia Fama-MacBethEstimatorul cu Diferențe de Ordinul ÎntâiModelul de panel cu efecte fixeEstimarea prin Metoda Generalizată a Momentelor (GMM)Hausman TestEfecte Fixe InteractiveGranger Causalitate Bootstrap Kónya pentru PanouriLSDVCRegresia Cuantilă prin Metoda MomentelorEfecte Aleatoare Corelate Mundlak-ChamberlainModelul cu Efecte Fixe pentru Date PanouTestul Panel KSSModele de Regresie cu Tranziție Lină în Panou (PSTR)Estimatorul Pooled Mean Group (PMG)Ordinary Least Squares Agregat (Pooled OLS) pentru Date PaneliModelul cu Efecte Aleatorii pentru Date PanouModel cu Efecte Aleatorii pentru Date PanelSistem GMM (Arellano-Bover / Blundell-Bond)