Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Модель фіксованих ефектів панельних даних× | Тест Песарана CD: Діагностика перехресної залежності для панельних даних× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина≠ | Regression model | Hypothesis test |
| Рік появи≠ | 2014 | 2021 |
| Автор методу≠ | Hsiao (textbook treatment); within transformation of panel data | M. Hashem Pesaran |
| Тип≠ | Panel data regression | Non-parametric diagnostic test |
| Основоположне джерело≠ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ | Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI ↗ |
| Інші назви | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli | CD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi |
| Пов'язані≠ | 5 | 3 |
| Підсумок≠ | 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). | The Pesaran CD test is a general diagnostic procedure for detecting cross-sectional dependence in panel data models. Developed by M. Hashem Pesaran (2021), it is applicable to both balanced and unbalanced panels with large N and T, and retains validity under heterogeneous slope coefficients. The test is widely adopted in empirical economics, finance, and political economy as a prerequisite check before selecting appropriate estimators or unit-root tests for panel datasets. |
| ScholarGateНабір даних ↗ |
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