Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Cross-Sectional ARDL× | Метод моментів для квантильної регресії× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 2006 | 2004 |
| Автор методу≠ | Pesaran and colleagues | Roger Koenker and colleagues |
| Тип≠ | Dynamic panel model | Distribution regression |
| Основоположне джерело≠ | Pesaran, M. H., & Smith, R. (2016). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117. link ↗ | Koenker, R. (2004). Quantile regression for longitudinal data. Journal of Multivariate Analysis, 91(1), 74-89. DOI ↗ |
| Інші назви | Panel ARDL with cross-sectional dependence | GMM quantile regression |
| Пов'язані | 3 | 3 |
| Підсумок≠ | CS-ARDL (Cross-Sectional ARDL) applies the ARDL framework to panel data while explicitly accounting for cross-sectional dependence—correlation of shocks and relationships across units (countries, firms, regions). Introduced by Pesaran and colleagues (2016), it extends panel ARDL methods to handle common factors or global shocks affecting all units simultaneously. This is crucial for realistic modeling of internationally integrated economies and firm networks. | Method of Moments Quantile Regression combines moment-based estimation (GMM) with quantile regression to estimate distribution parameters while handling endogeneity, panel structure, and dynamic relationships. Introduced by Koenker (2004) and developed by Machado and Mata (2005), it enables distributional analysis (not just mean regression) in complex settings like dynamic panels and instrumental-variable contexts. This approach is powerful for understanding heterogeneity in treatment effects and policy impacts. |
| ScholarGateНабір даних ↗ |
|
|