Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Odhad zobecněnou metodou momentů (GMM)× | Metoda instrumentálních proměnných (IV) pro kauzální inferenci× | |
|---|---|---|
| Obor≠ | Ekonometrie | Ekonomika zdravotnictví |
| Rodina≠ | Regression model | Process / pipeline |
| Rok vzniku≠ | 1982 | 1990s (modern applications) |
| Tvůrce≠ | Lars Peter Hansen; Arellano & Bond (dynamic panel) | Angrist & Pischke (applied econometrics); rooted in econometric theory |
| Typ≠ | Moment-condition estimator | Method |
| Původní zdroj≠ | Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054. DOI ↗ | Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗ |
| Další názvy | generalized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM) | IV, two-stage least squares, TSLS, causal estimation |
| Příbuzné≠ | 5 | 3 |
| Shrnutí≠ | The Generalized Method of Moments is a general-purpose econometric estimator that recovers parameters from population moment conditions, introduced by Lars Peter Hansen in 1982. It is widely used for instrumental-variable estimation, dynamic panel-data models (the Arellano-Bond estimator), and time-series applications. | Instrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes. |
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