Regression modelEconometrics / time series
面板自回归（面板AR）模型
面板AR模型将经典的单变量自回归模型扩展到面板数据，捕捉每个单元自身的历史值如何预测其当前值，同时通过固定效应或随机效应控制未观测到的个体异质性。它是微观或宏观面板数据中模拟动态持续性的基础。
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来源
- Hsiao, C. (2003). Analysis of Panel Data (2nd ed.). Cambridge University Press. ISBN: 978-0521522717
- Arellano, M. (2003). Panel Data Econometrics. Oxford University Press. ISBN: 978-0199245284
如何引用本页
ScholarGate. (2026, June 3). Panel Autoregressive Model. ScholarGate. https://scholargate.app/zh/econometrics/panel-ar-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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- 动态面板数据模型计量经济学↔ compare