Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Перехресно-секційне розподілене відставання× | Panel VARX× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 2001 | 2013 |
| Автор методу≠ | Pesaran, Shin, and Smith | Canova and Ciccarelli |
| Тип≠ | Distributed lag model | Multi-equation panel model |
| Основоположне джерело≠ | Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships and dynamics. Journal of Applied Econometrics, 16(3), 289-326. DOI ↗ | Canova, F., & Ciccarelli, M. (2013). Panel vector autoregressive models: A survey. Advances in Econometrics, 32, 205-246. DOI ↗ |
| Інші назви | Panel distributed lag model | Panel VAR-X |
| Пов'язані | 3 | 3 |
| Підсумок≠ | CS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, while accounting for cross-sectional dependence. Built on Pesaran et al. (2001) and extended by Chudik et al. (2014), it estimates dynamic effects more parsimoniously than ARDL when autocorrelated lags are less critical. This approach is valuable for short-horizon effects and policy impact analysis. | Panel VARX extends vector autoregression to heterogeneous panels with exogenous variables, enabling simultaneous modeling of multiple endogenous variables alongside observed external factors across many units. Introduced by Holtz-Eakin et al. (1988) and advanced by Canova and Ciccarelli (2013), it captures dynamic relationships within units while allowing parameters to vary across units. This framework is essential for macroeconomic panels and understanding cross-unit heterogeneity in responses to common shocks. |
| ScholarGateНабір даних ↗ |
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