6 articles
Dynamic panel model
The dynamic panel data model, or dynamic panel data model, is a panel regression with a lagged dependent variable, estimated consistently by Arellano–Bond difference GMM or system GMM.
Generalized estimating equations
Generalized estimating equations (GEE) is a statistical method introduced by Liang and Zeger in 1986 for fitting regression models to correlated or longitudinal data, robust to misspecified within-cluster correlation.
Longitudinal data analysis
Longitudinal data analysis is the collection of statistical methods for data measured repeatedly on the same subjects over time, separating within-subject change from between-subject differences.
Marginal model
A marginal model is a semiparametric regression model for clustered or longitudinal data that describes the population-averaged mean of a response, typically fitted by generalized estimating equations introduced by Liang and Zeger in 1986.
Panel cointegration
Panel cointegration methods test whether variables observed for many units over many time periods share long-run equilibrium relationships, and estimate the coefficients of those relationships.
Panel threshold model
The panel threshold model is a panel data regression method in which coefficients switch between regimes when a threshold variable crosses an unknown cutoff, introduced by Bruce Hansen in 1999.