Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Регрессия с плавной переходной функцией для панельных данных× | Интерактивные фиксированные эффекты× | |
|---|---|---|
| Область | Эконометрика | Эконометрика |
| Семейство | Regression model | Regression model |
| Год появления≠ | 2005 | 2009 |
| Автор метода≠ | Gonzalez, Terasvirta, and van Dijk | Jushan Bai |
| Тип≠ | Smooth-regime panel model | Panel with latent structure |
| Основополагающий источник≠ | Gonzalez, A., Terasvirta, T., & van Dijk, D. (2005). Panel smooth transition regression models. Research Paper, Melbourne Institute of Applied Economic and Social Research. link ↗ | Bai, J. (2009). Panel data models with interactive fixed effects. Econometric Reviews, 28(4), 289-312. link ↗ |
| Другие названия | Smooth-transition panel model | Factor models with individual heterogeneity |
| Связанные | 3 | 3 |
| Сводка≠ | Panel Smooth Transition Regression (PSTR) models nonlinear panel relationships where coefficients transition smoothly (rather than abruptly) between regimes as a transition variable crosses thresholds. Introduced by Gonzalez et al. (2005), it extends univariate smooth-transition autoregression (STAR) models to panels, capturing gradual shifts in economic behavior. This approach is realistic when adjustment costs cause smooth (not sudden) regime changes. | Interactive Fixed Effects (IFE) extends standard fixed-effects panel models by allowing unit-specific intercepts to vary not just at the individual level but also with unobserved common time-varying factors. Introduced by Bai (2009), it models heterogeneity as the interaction of individual characteristics and common shocks, ideal for studying cross-sectional variation in how units respond to macro conditions. This framework dominates when common factors drive substantial heterogeneity. |
| ScholarGateНабор данных ↗ |
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