Paneldatamodeller
23 metoder i denna familj.
I urval
Anderson-Hsiao instrumentvariabel-estimatorThe Anderson-Hsiao IV estimator is a method for consistently estimating dynamic panel data models that include a lagged dependent variable as a regressor. Proposed by Theodore AndeMellan-estimatorn för paneldataThe Between Estimator is a panel data regression technique that identifies regression coefficients exclusively from cross-sectional variation across individuals, by collapsing the Korssektionsfördelad eftersläpningCS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, wDriscoll-Kraay-standardfelDriscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. InDumitrescu-Hurlins panelgrangerkausalitetstestThe Dumitrescu-Hurlin (DH) test, introduced by Elena-Ivona Dumitrescu and Christophe Hurlin in their 2012 Economic Modelling article, tests for Granger non-causality in heterogeneoFama-MacBeth-regressionThe Fama-MacBeth procedure is a two-step regression methodology for analyzing cross-sectional relationships while controlling for time-series structure. Introduced by Fama and MacB
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Det här ämnets mest refererade grundläggande metoder, i den ordning de utvecklades — en bra startpunkt om du är ny här.
Alla metoder 23
Anderson-Hsiao instrumentvariabel-estimatorMellan-estimatorn för paneldataKorssektionsfördelad eftersläpningDriscoll-Kraay-standardfelDumitrescu-Hurlins panelgrangerkausalitetstestFama-MacBeth-regressionFirst-Difference EstimatorFixerad effekt-panelmodellGeneraliserad momentmetod (GMM) estimeringHausman-testet (FE vs RE)Interaktiva fixeffekterKónya Bootstrap Panel Granger-kausalitetBias-korrigerad minsta kvadrat-dummyvariabel (LSDVC) skattareMomentmetods kvantilregressionMundlak-Chamberlain korrelerade effekterPaneldatamodell med fixa effekterPanel KSSPanel Smooth Transition RegressionPoolad medelgruppsskattning (PMG)Poolad OLS för paneldataPaneldata-modell med slumpmässiga effekterRandom Effects Panel ModelSystem GMM (Arellano-Bover / Blundell-Bond)