弥合宏观与微观研究之间的方法论鸿沟:内生性与面板数据方法

Bridging Methodological Divides Between Macro- and Microresearch: Endogeneity and Methods for Panel Data

JOURNAL OF MANAGEMENT · 2019
被引 149
人大 AFT50ABS 4*

中文导读

这篇综述探讨了宏观和微观研究者在使用面板数据时的不同建模框架、分析工具和术语,通过回顾142篇顶级管理学期刊文章,提出如何更好地运用固定效应和随机效应模型,以促进跨学科沟通和理论发展。

Abstract

Both macro- and micro-oriented researchers frequently use panel data where the outcome of interest is measured repeated times. Panel data support at least five different modeling frameworks (within, between, incremental/emergent, cross-level, and growth). Researchers from macro- and micro-oriented domains tend to differentially use the frameworks and also use different analytic tools and terminology when using the same modeling framework. These differences have the potential to inhibit cross-discipline communication. In this review, we explore how macro- and microresearchers approach panel data with a specific emphasis on the theoretical implications of choosing one framework versus another. We illustrate how fixed-effects and random-effects models differ and how they are similar, and we conduct a thorough review of 142 articles that used panel data in leading management journals in 2017. Ultimately, our review identifies ways that researchers can better employ fixed- and random-effects models, model time as a meaningful predictor or ensure unobserved time heterogeneity is controlled, and align hypotheses to analytic choice. In the end, our goal is to help facilitate communication and theory development between macro- and micro-oriented management researchers.

管理学计量经济学面板数据分析研究方法论