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Dynamic Panel Models in Politics×Modeli dinamik i të dhënave panel×
FushaPolitical ScienceEkonometri
FamiljaRegression modelRegression model
Viti i origjinës19951988–1991
KrijuesiNathaniel Beck & Jonathan Katz; Manuel Arellano & Stephen BondArellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988)
LlojiDynamic regression model for time-series cross-section dataDynamic regression / GMM estimation
Burimi themeluesBeck, N., & Katz, J. N. (1995). What to Do (and Not to Do) with Time-Series Cross-Section Data. American Political Science Review, 89(3), 634–647. DOI ↗Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297. DOI ↗
Emërtime të tjeraDynamic TSCS models, Lagged dependent variable panel models, Time-series cross-section dynamic models, Dynamic time-series cross-section analysisdynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model
Të lidhura45
PërmbledhjaDynamic panel models for political science analyze time-series cross-section (TSCS) data — repeated observations on countries, dyads, states, or other units over many years — where the outcome today depends on its own past. By including a lagged dependent variable alongside unit fixed effects, these models capture persistence and inertia common in comparative politics and international relations, but doing so introduces the Nickell bias. Estimators such as Arellano-Bond and system GMM, and design choices such as Beck-Katz panel-corrected standard errors, were developed to recover credible dynamic estimates from such data.The dynamic panel data model extends standard panel regression by including a lagged value of the outcome variable as a regressor, capturing persistence and adjustment dynamics. Because the lagged dependent variable is correlated with the unit-specific fixed effect, ordinary OLS or within estimators are biased; GMM-based methods using internal instruments are the standard remedy.
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ScholarGateKrahasoni metodat: Dynamic Panel Models in Politics · Dynamic Panel Data Model. Marrë më 2026-06-25 nga https://scholargate.app/sq/compare