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Regression modelEconometrics / time series

Mfumo wa Data ya Paneli Inayobadilika

Mfumo wa data ya paneli inayobadilika hupanua urejeshaji wa kawaida wa paneli kwa kujumuisha thamani moja au zaidi zilizocheleweshwa za kigezo tegemezi kama virejeshaji. Kwa sababu matokeo ya zamani hutabiri moja kwa moja matokeo ya sasa, mfumo hunasa mienendo ya kudumu na marekebisho — lakini pia huleta uhusiano kati ya kigezo tegemezi kilichocheleweshwa na athari isiyobadilika ya mtu binafsi, na kufanya makadirio ya OLS na yale ya kawaida ya athari zisizobadilika kuwa yasiyolingana. Njia zinazotegemea GMM zilizotengenezwa na Arellano-Bond na Blundell-Bond hutatua tatizo hili.

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Method map

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Vyanzo

  1. 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. DOI: 10.2307/2297968
  2. Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143. DOI: 10.1016/S0304-4076(98)00009-8

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Dynamic Panel Data Model. ScholarGate. https://scholargate.app/sw/econometrics/panel-dynamic-panel-data-model

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.

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Imerejelewa na

ScholarGatePanel Dynamic Panel Data Model (Dynamic Panel Data Model). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/panel-dynamic-panel-data-model · Seti ya data: https://doi.org/10.5281/zenodo.20539026