So sánh phương pháp

	Ước lượng FMOLS (Fully Modified OLS)	Các kiểm định đồng tích hợp bảng (Pedroni, Kao, Westerlund)	Mô hình Hiệu ứng Cố định Dữ liệu Bảng
Lĩnh vực	Kinh tế lượng	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model	Regression model
Năm ra đời	1990	2004	2014
Người khởi xướng	Phillips & Hansen (time series); Pedroni (heterogeneous panels)	Pedroni; Kao; Westerlund	Hsiao (textbook treatment); within transformation of panel data
Loại	Cointegrating regression estimator	Panel cointegration test	Panel data regression
Công trình gốc	Phillips, P. C. B. & Hansen, B. E. (1990). Statistical Inference in Instrumental Variables Regression with I(1) Processes. Review of Economic Studies, 57(1), 99–125.	Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625.	Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press.
Tên gọi khác	fully modified OLS, Phillips-Hansen FMOLS, Tam Düzeltilmiş OLS (FMOLS)	Pedroni cointegration test, Kao cointegration test, Westerlund cointegration test, panel long-run equilibrium tests	fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Liên quan	5	3	5
Tóm tắt	Fully Modified OLS, introduced by Phillips and Hansen (1990), estimates the long-run coefficients of a cointegrating relationship among I(1) variables. It applies a semi-parametric correction to ordinary least squares to remove the bias that endogeneity and serial correlation otherwise induce in cointegrated time series or panel data.	Panel cointegration tests check whether a set of integrated variables share a stable long-run equilibrium relationship across a panel of cross-sectional units. Pedroni (1999, 2004) provides heterogeneous-panel tests with seven statistics, Kao (1999) gives an ADF-based homogeneous-panel test, and Westerlund (2007) adds error-correction-based tests robust to structural breaks and cross-sectional dependence.	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).