方法对比

	完全修正OLS (FMOLS) 估计量	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	普通最小二乘法 (OLS) 回归
领域	计量经济学	计量经济学	计量经济学	计量经济学
方法族	Regression model	Regression model	Regression model	Regression model
起源年份	1990	2006	1993	2019
提出者	Phillips & Hansen (time series); Pedroni (heterogeneous panels)	M. Hashem Pesaran	Stock & Watson (1993); panel extension Kao & Chiang (2001)	Wooldridge (textbook treatment); classical least squares
类型	Cointegrating regression estimator	Heterogeneous panel estimator	Cointegrating regression estimator	Linear regression
开创性文献	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.	Pesaran, M. H. (2006). Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica, 74(4), 967-1012.	Stock, J. H. & Watson, M. W. (1993). A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. Econometrica, 61(4), 783–820.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
别名	fully modified OLS, Phillips-Hansen FMOLS, Tam Düzeltilmiş OLS (FMOLS)	common correlated effects, CCE, CCEMG, Pesaran CCE estimator	DOLS, Stock-Watson dynamic OLS, dynamic least squares cointegration estimator, Dinamik OLS (DOLS)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
相关	5	4	5	5
摘要	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.	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).