方法对比
并排查看您选择的方法；存在差异的行会高亮显示。
| 共同相关效应均值组 (CCEMG) 估计量× | 动态普通最小二乘法 (DOLS) 估计量× | |
|---|---|---|
| 领域 | 计量经济学 | 计量经济学 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 2006 | 1993 |
| 提出者≠ | M. Hashem Pesaran | Stock & Watson (1993); panel extension Kao & Chiang (2001) |
| 类型≠ | Heterogeneous panel estimator | Cointegrating regression estimator |
| 开创性文献≠ | Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012. DOI ↗ | Stock, J. H. & Watson, M. W. (1993). A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. Econometrica, 61(4), 783–820. DOI ↗ |
| 别名≠ | common correlated effects, CCE, CCEMG, Pesaran CCE estimator | DOLS, Stock-Watson dynamic OLS, dynamic least squares cointegration estimator, Dinamik OLS (DOLS) |
| 相关≠ | 4 | 5 |
| 摘要≠ | The Common Correlated Effects Mean Group estimator, introduced by Pesaran in 2006, is a heterogeneous panel-data estimator that controls for cross-sectional dependence by approximating unobserved common factors with the cross-section averages of the variables. It remains consistent when the slope coefficients differ across units. | Dynamic OLS is a cointegrating-regression estimator introduced by Stock and Watson (1993) that recovers the long-run relationship between I(1) variables. It augments the static regression with leads and lags of the differenced regressors, correcting endogeneity bias parametrically so that the long-run coefficient can be estimated by ordinary least squares. |
| ScholarGate数据集 ↗ |
|
|