قارن الطرق

	مقدّر الأرلينو-بوند العام للعزوم	نموذج بيانات اللوحة الديناميكية
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1991	1988–1991
صاحب الطريقة	Manuel Arellano and Stephen Bond	Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988)
النوع	GMM estimator for dynamic panel data	Dynamic regression / GMM estimation
المصدر التأسيسي	Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277-297.	Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297.
الأسماء البديلة	AB-GMM, Difference GMM, first-difference GMM, Arellano-Bond estimator	dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model
ذات صلة	5	5
الملخص	The Arellano-Bond GMM estimator is the standard approach for dynamic panel data models in which the lagged dependent variable appears as a regressor. By first-differencing to remove fixed effects and using deeper lags as instruments, it yields consistent estimates even when the error is serially correlated and regressors are endogenous.	The dynamic panel data model extends standard panel regression by including a lagged value of the outcome variable as a regressor, capturing persistence and adjustment dynamics. Because the lagged dependent variable is correlated with the unit-specific fixed effect, ordinary OLS or within estimators are biased; GMM-based methods using internal instruments are the standard remedy.