เปรียบเทียบวิธี

	ตัวประมาณค่า Dynamic Ordinary Least Squares (DOLS)	แบบจำลอง Fixed Effects สำหรับข้อมูล Panel Data
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1993	2014
ผู้ริเริ่ม	Stock & Watson (1993); panel extension Kao & Chiang (2001)	Hsiao (textbook treatment); within transformation of panel data
ประเภท	Cointegrating regression estimator	Panel data regression
แหล่งต้นตำรับ	Stock, J. H. & Watson, M. W. (1993). A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. Econometrica, 61(4), 783–820.	Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press.
ชื่อเรียกอื่น	DOLS, Stock-Watson dynamic OLS, dynamic least squares cointegration estimator, Dinamik OLS (DOLS)	fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
ที่เกี่ยวข้อง	5	5
สรุป	Dynamic OLS is a cointegrating-regression estimator introduced by Stock and Watson (1993) that recovers the long-run relationship between I(1) variables. It augments the static regression with leads and lags of the differenced regressors, correcting endogeneity bias parametrically so that the long-run coefficient can be estimated by ordinary least squares.	The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).