Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| Estimator OLS Complet Modificat (FMOLS)× | Modelul cu Efecte Fixe pentru Date Panou× | |
|---|---|---|
| Domeniu | Econometrie | Econometrie |
| Familie | Regression model | Regression model |
| Anul apariției≠ | 1990 | 2014 |
| Autorul original≠ | Phillips & Hansen (time series); Pedroni (heterogeneous panels) | Hsiao (textbook treatment); within transformation of panel data |
| Tip≠ | Cointegrating regression estimator | Panel data regression |
| Sursa seminală≠ | Phillips, P. C. B. & Hansen, B. E. (1990). Statistical Inference in Instrumental Variables Regression with I(1) Processes. Review of Economic Studies, 57(1), 99–125. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Denumiri alternative≠ | fully modified OLS, Phillips-Hansen FMOLS, Tam Düzeltilmiş OLS (FMOLS) | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Înrudite | 5 | 5 |
| Rezumat≠ | Fully Modified OLS, introduced by Phillips and Hansen (1990), estimates the long-run coefficients of a cointegrating relationship among I(1) variables. It applies a semi-parametric correction to ordinary least squares to remove the bias that endogeneity and serial correlation otherwise induce in cointegrated time series or panel data. | 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). |
| ScholarGateSet de date ↗ |
|
|