Linganisha mbinu

	Urejeshaji wa Vekta wa Kimuundo (SVAR)	Mfumo wa Data wa Paneli Wenye Kigezo Teule
Nyanja	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model
Mwaka wa asili	1980	1988–1991
Mwanzilishi	Sims (1980); identification schemes by Blanchard & Quah (1989)	Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988)
Aina	Multivariate time series model	Dynamic regression / GMM estimation
Chanzo asilia	Blanchard, O. J., & Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances. American Economic Review, 79(4), 655-673.	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.
Majina mbadala	SVAR, structural vector autoregression, identified VAR, structural VAR model	dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model
Zinazohusiana	5	5
Muhtasari	Structural VAR extends the reduced-form VAR by imposing economic theory-based restrictions that identify orthogonal structural shocks. This allows researchers to disentangle the causal effects of distinct economic disturbances — such as supply versus demand shocks — and trace their dynamic propagation through a system of variables via impulse response functions and forecast error variance decompositions.	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.