Hitilafu Sanifu za Driscoll-Kraay
Hitilafu sanifu za Driscoll-Kraay hutoa kikadiriaji cha kovariansi kisicho na vigezo, kinachozingatia heteroskedasticity na autocorrelation (HAC) kwa seti za data za paneli zilizosawazishwa na zisizosawazishwa. Ikiwasilishwa na Driscoll na Kraay mnamo 1998, njia hii hurekebisha hitimisho wakati mabaki yanaonyesha utegemezi wa sehemu-mtambuka, autocorrelation ya mfululizo, na heteroskedasticity kwa wakati mmoja—matatizo yanayojitokeza katika paneli za uchumi mkuu na fedha za kimataifa ambapo vitengo kama vile nchi au viwanda vinashiriki mishtuko ya kawaida.
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
- Driscoll, J. C., & Kraay, A. C. (1998). Consistent covariance matrix estimation with spatially dependent panel data. Review of Economics and Statistics, 80(4), 549–560. DOI: 10.1162/003465398557825 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). Driscoll-Kraay Standard Errors. ScholarGate. https://scholargate.app/sw/econometrics/driscoll-kraay-se
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.
- Makosa Sanifu ya Newey-West HACEkonometriki↔ compare
- Jaribio la Pesaran CD: Utambuzi wa Utegemezi wa Kimitambuka kwa Data ya PaneliEkonometriki↔ compare
Imerejelewa na
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