方法证据记录
Fixed Effects Panel Model
The fixed effects panel model estimates relationships in panel data (many units observed over time) by exploiting only the within-unit variation, so that unobserved time-invariant heterogeneity is controlled away. It is the central within estimator developed in Baltagi's Econometric Analysis of Panel Data (2005), and the choice between it and the random effects model is settled by the Hausman (1978) test.
源记录
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Fixed Effects Panel Data Model (Within Estimator)
分类方法记录 · regression-model / econometrics
- Hausman, J. A. (1978). Specification Tests in Econometrics. Econometrica, 46(6), 1251–1271. · DOI 10.2307/1913827
- Baltagi, B. H. (2005). Econometric Analysis of Panel Data (3rd ed.). Wiley. · ISBN 978-0470014561
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