Uporedite metode
Pregledajte izabrane metode jednu pored druge; redovi koji se razlikuju su istaknuti.
| Model dinamičkih panelnih podataka× | Model sa fiksnim efektima panela× | |
|---|---|---|
| Oblast | Ekonometrija | Ekonometrija |
| Porodica | Regression model | Regression model |
| Godina nastanka≠ | 1988–1991 | 1978 |
| Tvorac≠ | Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988) | Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021) |
| Tip≠ | Dynamic regression / GMM estimation | Panel regression estimator |
| Temeljni izvor≠ | 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 ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Drugi nazivi | dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model | within estimator, FE model, within-group estimator, LSDV model |
| Srodne | 5 | 5 |
| Sažetak≠ | 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. | The panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors. |
| ScholarGateSkup podataka ↗ |
|
|