面板数据模型
23 种方法属于此方法族。
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Anderson-Hsiao 工具变量估计量The Anderson-Hsiao IV estimator is a method for consistently estimating dynamic panel data models that include a lagged dependent variable as a regressor. Proposed by Theodore Ande面板数据的组间估计量The Between Estimator is a panel data regression technique that identifies regression coefficients exclusively from cross-sectional variation across individuals, by collapsing the 交叉截面分布滞后CS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, wDriscoll-Kraay标准误Driscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. InDumitrescu-Hurlin面板格兰杰因果检验The Dumitrescu-Hurlin (DH) test, introduced by Elena-Ivona Dumitrescu and Christophe Hurlin in their 2012 Economic Modelling article, tests for Granger non-causality in heterogeneo法玛-麦克贝回归The Fama-MacBeth procedure is a two-step regression methodology for analyzing cross-sectional relationships while controlling for time-series structure. Introduced by Fama and MacB
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全部方法 23
Anderson-Hsiao 工具变量估计量面板数据的组间估计量交叉截面分布滞后Driscoll-Kraay标准误Dumitrescu-Hurlin面板格兰杰因果检验法玛-麦克贝回归一阶差分估计量固定效应面板模型广义矩估计法 (GMM)Hausman规格检验（固定效应 vs 随机效应）交互固定效应Kónya Bootstrap Panel Granger Causality偏差修正最小二乘虚拟变量（LSDVC）估计量矩估计分位数回归Mundlak-Chamberlain 相关随机效应模型面板数据固定效应模型面板KSS面板平滑转换回归Pooled Mean Group (PMG) 估计量面板数据的混合普通最小二乘法随机效应模型 (Random Effects model)随机效应面板模型系统GMM（Arellano-Bover / Blundell-Bond）