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Estimatorul Common Correlated Effects Mean Group (CCEMG)×Regresia prin metoda celor mai mici pătrate ordinare (OLS)×Modelul cu Efecte Fixe pentru Date Panou×
DomeniuEconometrieEconometrieEconometrie
FamilieRegression modelRegression modelRegression model
Anul apariției200620192014
Autorul originalM. Hashem PesaranWooldridge (textbook treatment); classical least squaresHsiao (textbook treatment); within transformation of panel data
TipHeterogeneous panel estimatorLinear regressionPanel data regression
Sursa seminalăPesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Denumiri alternativecommon correlated effects, CCE, CCEMG, Pesaran CCE estimatorordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonufixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Înrudite455
RezumatThe 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.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).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).
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ScholarGateCompară metode: CCEMG Estimator · OLS Regression · Panel Fixed Effects. Preluat la 2026-06-19 de pe https://scholargate.app/ro/compare