Kikokotozi cha Dynamic Ordinary Least Squares (DOLS)
DOLS ni kikokotozi cha urejesho wa ushirikiano kilichoanzishwa na Stock na Watson (1993) ambacho hurejesha uhusiano wa muda mrefu kati ya vigeu vya I(1). Kinajumuisha urejesho tuli na maongozi na ucheleweshaji wa vigeu vilivyotofautishwa, kikirekebisha upotoshaji wa mwisho kwa njia ya kigezo ili kigezo cha muda mrefu kiweze kukokotolewa kwa njia ya kawaida ya viwango vidogo.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- Stock, J. H. & Watson, M. W. (1993). A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. Econometrica, 61(4), 783–820. DOI: 10.2307/2951763 ↗
- Kao, C. & Chiang, M.-H. (2001). On the Estimation and Inference of a Cointegrated Regression in Panel Data. Advances in Econometrics, 15, 179–222. DOI: 10.1016/S0731-9053(00)15007-8 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 1). Dynamic Ordinary Least Squares Estimator. ScholarGate. https://scholargate.app/sw/econometrics/dols-estimator
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Msimamizi wa Wastani Ulioongezwa (Augmented Mean Group - AMG)Ekonometriki↔ compare
- Njia ya Athari za Kawaida Zinazohusiana za Kikundi cha Maana (CCEMG)Ekonometriki↔ compare
- Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)Ekonometriki↔ compare
- Vipimo vya Kointergesheni ya Paneli (Pedroni, Kao, Westerlund)Ekonometriki↔ compare
- Kielelezo cha Athari Zilizowekwa za Data ya PaneliEkonometriki↔ compare
Imerejelewa na
Umeona tatizo kwenye ukurasa huu? Ripoti au pendekeza marekebisho →