เปรียบเทียบวิธี

	ตัวประมาณค่า Augmented Mean Group (AMG)	ตัวประมาณค่าผลกระทบร่วมเฉลี่ยกลุ่ม (CCEMG)	การถดถอยกำลังสองน้อยที่สุดสามัญ (OLS)	การทดสอบสห-การถดถอยร่วมกันของข้อมูลแบบพาเนล (Pedroni, Kao, Westerlund)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model	Regression model	Regression model
ปีกำเนิด	2010	2006	2019	2004
ผู้ริเริ่ม	Eberhardt & Teal; Bond & Eberhardt	M. Hashem Pesaran	Wooldridge (textbook treatment); classical least squares	Pedroni; Kao; Westerlund
ประเภท	Heterogeneous panel data estimator	Heterogeneous panel estimator	Linear regression	Panel cointegration test
แหล่งต้นตำรับ	Eberhardt, M. & Teal, F. (2010). Productivity Analysis in Global Manufacturing Production. Economics Series Working Papers, No. 515, University of Oxford.	Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625.
ชื่อเรียกอื่น	AMG estimator, augmented mean group, Artırılmış Ortalama Grup Tahmincisi (AMG)	common correlated effects, CCE, CCEMG, Pesaran CCE estimator	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	Pedroni cointegration test, Kao cointegration test, Westerlund cointegration test, panel long-run equilibrium tests
ที่เกี่ยวข้อง	4	4	5	3
สรุป	The Augmented Mean Group estimator, developed by Eberhardt and Teal (2010), is a panel data method for estimating heterogeneous slope coefficients in the presence of cross-sectional dependence. It approximates the unobserved common dynamic process driving all units and folds it into unit-by-unit regressions, then averages the results.	The Common Correlated Effects Mean Group estimator, introduced by Pesaran in 2006, is a heterogeneous panel-data estimator that controls for cross-sectional dependence by approximating unobserved common factors with the cross-section averages of the variables. It remains consistent when the slope coefficients differ across units.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	Panel cointegration tests check whether a set of integrated variables share a stable long-run equilibrium relationship across a panel of cross-sectional units. Pedroni (1999, 2004) provides heterogeneous-panel tests with seven statistics, Kao (1999) gives an ADF-based homogeneous-panel test, and Westerlund (2007) adds error-correction-based tests robust to structural breaks and cross-sectional dependence.