标题： 面板数据回归模型的最优估计方法 显示英文标题

标题： Optimal Estimation Methodologies for Panel Data Regression Models

摘要： 这项调查研究讨论了面板数据回归模型最优估计方法的主要方面。 特别是，我们介绍了对平稳面板数据建模的当前方法论发展，以及在非平稳面板数据回归模型中进行估计和推断的稳健方法。 一些来自网络计量经济学和高维统计文献的应用也在平稳时间序列环境中进行了讨论。 显示英文摘要

摘要： This survey study discusses main aspects to optimal estimation methodologies for panel data regression models. In particular, we present current methodological developments for modeling stationary panel data as well as robust methods for estimation and inference in nonstationary panel data regression models. Some applications from the network econometrics and high dimensional statistics literature are also discussed within a stationary time series environment.