计量经济模型
61 种方法属于此方法族。
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两阶段最小二乘法 (2SLS / IV) 回归Two-Stage Least Squares is a two-step instrumental-variables estimator that addresses endogeneity, the situation where a regressor is correlated with the error term. In the first sARCH-LM检验用于波动率聚集The ARCH-LM test is Robert Engle's (1982) Lagrange multiplier diagnostic for autoregressive conditional heteroscedasticity in the residuals of a fitted time-series model. It checks增广均值群 (AMG) 估计量The Augmented Mean Group estimator, developed by Eberhardt and Teal (2010), is a panel data method for estimating heterogeneous slope coefficients in the presence of cross-sectionaBai-Perron 多重结构断点检验The Bai-Perron test, introduced by Jushan Bai and Pierre Perron in their landmark 1998 Econometrica paper, is a least-squares-based procedure for detecting, estimating, and testing双变量概率模型The Bivariate Probit Model, introduced by Ashford and Sowden (1970), jointly estimates two binary outcome equations whose error terms are allowed to be correlated. By modeling both布雷施-戈弗雷序列相关LM检验The Breusch-Godfrey test is a Lagrange-multiplier test for serial correlation in regression residuals, developed independently by Trevor Breusch (1978) and Leslie Godfrey (1978). U
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全部方法 61
两阶段最小二乘法 (2SLS / IV) 回归ARCH-LM检验用于波动率聚集增广均值群 (AMG) 估计量Bai-Perron 多重结构断点检验双变量概率模型布雷施-戈弗雷序列相关LM检验异方差的 Breusch-Pagan 检验方差因果关系检验共同相关效应均值组 (CCEMG) 估计量可计算一般均衡（CGE）模型Chow结构性断裂检验条件指数条件对数模型（麦克法登）Cross-QuantilogramCUSUM检验：检测回归模型中的参数不稳定性DCC-MIDAS双重差分法 (Diff-in-Diff)Dolado-Lütkepohl Granger因果检验动态随机一般均衡（DSGE）模型德宾-沃森自相关检验完全修正OLS (FMOLS) 估计量Frees 截面相关性检验（Frees Cross-Sectional Dependence Test）地理回归断点Goldfeld-Quandt 异方差检验格兰杰因果检验Hatemi-J 非对称因果检验Heckman样本选择模型（Heckit / Tobit II型）Hiemstra-Jones 非线性 Granger 因果检验Ljung-Box Q自相关检验马尔可夫状态转换模型 (MS-AR / MS-VAR)混合Logit模型多项逻辑回归非线性自回归分布式滞后（NARDL）模型负二项回归嵌套 Logit 离散选择模型网络计量经济学（同伴效应）Newey-West HAC 标准误普通最小二乘法 (OLS) 回归有序逻辑回归（有序 Logit/Probit）Pesaran CD检验：面板数据中的横截面依赖性诊断泊松回归与负二项回归Probit 回归模型Quantile ARDLQuandt-Andrews 结构突变点检验（未知断点）分位数回归Ramsey RESET 检验函数形式回归断点设计 (Regression Discontinuity Design, RDD)看似无关的回归 (SUR)空间回归（空间滞后和空间误差模型）光滑转换自回归 (STAR) 模型状态空间模型（卡尔曼滤波器）合成双重差分法TAR / SETAR：用于机制转换时间序列的门限自回归模型三阶段最小二乘法 (3SLS)阈值回归Tobit删失回归模型Toda-Yamamoto Granger 因果检验时变参数因子增强向量自回归模型无约束MIDAS回归方差膨胀因子 (VIF)White异方差检验