方法证据记录
Time-varying parameter dynamic panel data model
The time-varying parameter dynamic panel data model combines lagged dependent variables with coefficients that evolve over time across panel units. It extends conventional dynamic panel models by allowing slope parameters to shift across periods, making it well-suited for studying structural change, heterogeneous adjustment dynamics, and parameter instability in macro-panels and cross-country datasets.
源记录
引文逐字复制自方法源记录。这些引文不代表任何层级的验证。
Time-Varying Parameter Dynamic Panel Data Model
分类方法记录 · regression-model / econometrics
- Canova, F., & Ciccarelli, M. (2009). Estimating multicountry VAR models. International Economic Review, 50(3), 929-959. · DOI 10.1111/j.1468-2354.2009.00554.x
- Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. · ISBN 978-1107038691
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