قارن الطرق
راجع الطرق التي اخترتها جنبًا إلى جنب؛ الصفوف المختلفة مميَّزة.
| تقدير الفرق غير الخطي ذو الفروق المعممة (Nonlinear Difference GMM)× | نموذج التأثيرات الثابتة لبيانات السلاسل الزمنية المقطعية× | |
|---|---|---|
| المجال | الاقتصاد القياسي | الاقتصاد القياسي |
| العائلة | Regression model | Regression model |
| سنة النشأة≠ | 1991–2010 | 2014 |
| صاحب الطريقة≠ | Wooldridge; building on Arellano and Bond (1991) | Hsiao (textbook treatment); within transformation of panel data |
| النوع≠ | Nonlinear panel estimator | Panel data regression |
| المصدر التأسيسي≠ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 9780262232586 | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| الأسماء البديلة | nonlinear diff-GMM, nonlinear Arellano-Bond GMM, first-difference nonlinear GMM, NL-GMM | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| ذات صلة | 5 | 5 |
| الملخص≠ | Nonlinear Difference GMM extends the Arellano-Bond difference GMM estimator to models where the structural relationship between the outcome and its predictors is inherently nonlinear. By first-differencing to eliminate individual fixed effects and then applying GMM moment conditions with lagged levels as instruments, it consistently estimates parameters in dynamic panel settings without requiring a linear functional form. | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
| ScholarGateمجموعة البيانات ↗ |
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