Compara mètodes
Revisa els mètodes seleccionats l'un al costat de l'altre; les files que difereixen es ressalten.
| GMM de Sistema amb Trencament Estructural× | Model de dades de panel dinàmic× | |
|---|---|---|
| Camp | Econometria | Econometria |
| Família | Regression model | Regression model |
| Any d'origen≠ | 1998–2003 | 1988–1991 |
| Autor original≠ | Blundell & Bond (System GMM); Bai & Perron (structural break framework) | Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988) |
| Tipus≠ | Dynamic panel estimator with regime change | Dynamic regression / GMM estimation |
| Font seminal≠ | Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143. 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 ↗ |
| Àlies | System GMM with structural breaks, SB-SGMM, break-augmented System GMM, System GMM structural change estimator | dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model |
| Relacionats≠ | 6 | 5 |
| Resum≠ | Structural Break System GMM extends the Blundell-Bond System GMM estimator for dynamic panel data by explicitly accounting for structural breaks — abrupt regime changes in slopes, intercepts, or dynamics — that, if ignored, bias the coefficient estimates and invalidate the moment conditions that underpin standard GMM inference. | 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. |
| ScholarGateConjunt de dades ↗ |
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