So sánh phương pháp

	Fixed Effects Tương tác	Panel VARX
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	2009	2013
Người khởi xướng	Jushan Bai	Canova and Ciccarelli
Loại	Panel with latent structure	Multi-equation panel model
Công trình gốc	Bai, J. (2009). Panel data models with interactive fixed effects. Econometric Reviews, 28(4), 289-312.	Canova, F., & Ciccarelli, M. (2013). Panel vector autoregressive models: A survey. Advances in Econometrics, 32, 205-246.
Tên gọi khác	Factor models with individual heterogeneity	Panel VAR-X
Liên quan	3	3
Tóm tắt	Interactive Fixed Effects (IFE) extends standard fixed-effects panel models by allowing unit-specific intercepts to vary not just at the individual level but also with unobserved common time-varying factors. Introduced by Bai (2009), it models heterogeneity as the interaction of individual characteristics and common shocks, ideal for studying cross-sectional variation in how units respond to macro conditions. This framework dominates when common factors drive substantial heterogeneity.	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.