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Analiza datelor de panel cu parametri variabili în timp×Modelul cu Efecte Fixe pentru Date Panou×
DomeniuEconometrieEconometrie
FamilieRegression modelRegression model
Anul apariției1960–20032014
Autorul originalCheng Hsiao (panel treatment); Kalman (state-space foundation)Hsiao (textbook treatment); within transformation of panel data
TipDynamic panel modelPanel data regression
Sursa seminalăHsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Denumiri alternativeTVP panel model, time-varying coefficient panel model, state-space panel regression, random coefficient panel modelfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Înrudite55
RezumatTime-varying parameter (TVP) panel data analysis extends standard panel regression by allowing the slope coefficients to evolve over time for each unit. Instead of assuming a single fixed or random coefficient, the model lets each unit's relationship between predictors and outcome shift period by period, capturing structural change, learning effects, and heterogeneous dynamics across individuals and time.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
  1. v1
  2. 2 Surse
  3. PUBLISHED
  1. v1
  2. 2 Surse
  3. PUBLISHED

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ScholarGateCompară metode: Time-varying Parameter Panel Data Analysis · Panel Fixed Effects. Preluat la 2026-06-17 de pe https://scholargate.app/ro/compare