So sánh phương pháp

	Sai số chuẩn Driscoll-Kraay	Sai số chuẩn HAC Newey-West	Kiểm định Pesaran CD: Chẩn đoán sự phụ thuộc chéo cho dữ liệu bảng
Lĩnh vực	Kinh tế lượng	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model	Hypothesis test
Năm ra đời	1998	1987	2021
Người khởi xướng	John Driscoll & Aart Kraay	Whitney Newey & Kenneth West	M. Hashem Pesaran
Loại	Nonparametric heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for panel data	Covariance matrix estimator	Non-parametric diagnostic test
Công trình gốc	Driscoll, J. C., & Kraay, A. C. (1998). Consistent covariance matrix estimation with spatially dependent panel data. Review of Economics and Statistics, 80(4), 549–560.	Newey, W. K., & West, K. D. (1987). A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica, 55(3), 703–708.	Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50.
Tên gọi khác	DK Standard Errors, Driscoll-Kraay Covariance Estimator, Spatial-Temporal HAC Standard Errors, Driscoll-Kraay Standart Hatalar	HAC standard errors, Heteroskedasticity and Autocorrelation Consistent covariance, Bartlett kernel HAC estimator, HAC düzeltmeli standart hatalar	CD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi
Liên quan	2	1	3
Tóm tắt	Driscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. Introduced by Driscoll and Kraay in 1998, the method corrects inference when residuals exhibit cross-sectional dependence, serial autocorrelation, and heteroskedasticity simultaneously—problems common in macroeconomic and international finance panels where units such as countries or industries share common shocks.	Newey-West HAC standard errors, introduced by Whitney Newey and Kenneth West in 1987, provide a covariance matrix estimator for OLS regression that remains valid under both heteroskedasticity and serial autocorrelation of unknown form. They are the standard tool for correcting inference in time-series and panel regression when residuals are not i.i.d., requiring no specification of the error structure beyond choosing a bandwidth parameter.	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.