Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Оценочная процедура Pooled Mean Group (PMG)× | Тест границ ARDL (Pesaran Bounds Test)× | Модель с фиксированными эффектами для панельных данных× | |
|---|---|---|---|
| Область | Эконометрика | Эконометрика | Эконометрика |
| Семейство | Regression model | Regression model | Regression model |
| Год появления≠ | 1999 | 2001 | 2014 |
| Автор метода≠ | Pesaran, Shin & Smith | Pesaran, Shin & Smith | Hsiao (textbook treatment); within transformation of panel data |
| Тип≠ | Panel cointegration estimator | Cointegration test / Autoregressive distributed lag model | Panel data regression |
| Основополагающий источник≠ | Pesaran, M. H., Shin, Y., & Smith, R. P. (1999). Pooled mean group estimation of dynamic heterogeneous panels. Journal of the American Statistical Association, 94(446), 621–634. DOI ↗ | Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics, 16(3), 289–326. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Другие названия | PMG Estimator, Pooled Mean Group, PMG Panel Estimator, Havuzlanmış Ortalama Grup Tahmincisi | Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test) | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Связанные≠ | 2 | 4 | 5 |
| Сводка≠ | The Pooled Mean Group (PMG) estimator, introduced by Pesaran, Shin, and Smith (1999), is a panel data technique designed for dynamic heterogeneous panels where the long-run equilibrium relationship is common across groups but short-run dynamics and error variances are allowed to differ. It is particularly suited for macro-panels with moderate N and T, such as cross-country growth, energy consumption, and financial development studies. | The ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations. | 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). |
| ScholarGateНабор данных ↗ |
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