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المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة1991–19981988–1991
صاحب الطريقةArellano & Bond (1991); Blundell & Bond (1998)Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988)
النوعDynamic panel regressionDynamic regression / GMM estimation
المصدر التأسيسيArellano, 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. DOI ↗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. DOI ↗
الأسماء البديلةdynamic panel model, lagged dependent variable panel model, Arellano-Bond type dynamic panel, GMM dynamic paneldynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model
ذات صلة55
الملخصThe dynamic panel data model extends standard panel regression by including one or more lagged values of the outcome variable as regressors. Because past outcomes directly predict current outcomes, the model captures persistence and adjustment dynamics — but it also introduces a correlation between the lagged dependent variable and the individual fixed effect, rendering OLS and standard fixed-effects estimators inconsistent. GMM-based approaches developed by Arellano-Bond and Blundell-Bond resolve this problem.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.
ScholarGateمجموعة البيانات
  1. v1
  2. 2 المصادر
  3. PUBLISHED
  1. v1
  2. 2 المصادر
  3. PUBLISHED

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ScholarGateقارن الطرق: Panel Dynamic Panel Data Model · Dynamic Panel Data Model. استُرجع بتاريخ 2026-06-15 من https://scholargate.app/ar/compare