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Regression modelPanel dynamics

Uchambuzi wa Lag Uliosambazwa kwa Msalaba

CS-DL (Cross-Sectional Distributed Lag) ni modeli rahisi ya paneli yenye nguvu inayotathmini matokeo kwa kutumia vipengele vya sasa na vilivyocheleweshwa bila vipengele vya kiotomatiki vya kujirudia, huku ikizingatia utegemezi wa msalaba. Imejengwa kwa misingi ya Pesaran et al. (2001) na kupanuliwa na Chudik et al. (2014), inakadiria athari za nguvu kwa njia ya kiuchumi zaidi kuliko ARDL wakati vipengele vilivyocheleweshwa vilivyo na uhusiano wa kiotomatiki havina umuhimu mkubwa. Mbinu hii ni muhimu kwa athari za muda mfupi na uchambuzi wa athari za sera.

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Vyanzo

  1. Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships and dynamics. Journal of Applied Econometrics, 16(3), 289-326. DOI: 10.1002/jae.616
  2. Chudik, A., Kapetanios, G., & Pesaran, M. H. (2014). Common correlated effects estimation in large panels with cross-sectional dependence. Econometric Reviews, 34(6-10), 1078-1088. link

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Cross-Sectional Distributed Lag Model. ScholarGate. https://scholargate.app/sw/econometrics/cs-dl

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Imerejelewa na

ScholarGateCS-DL (Cross-Sectional Distributed Lag Model). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/cs-dl · Seti ya data: https://doi.org/10.5281/zenodo.20539026