Sammenlign metoder
Gennemgå dine valgte metoder side om side; rækker, der afviger, er fremhævet.
| Arellano-Bond GMM-estimator for paneler× | Dynamisk Paneldatamodel× | |
|---|---|---|
| Fagområde | Økonometri | Økonometri |
| Familie | Regression model | Regression model |
| Oprindelsesår≠ | 1991 | 1988–1991 |
| Ophavsperson≠ | Manuel Arellano and Stephen Bond | Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988) |
| Type≠ | Dynamic panel GMM estimator | Dynamic regression / GMM estimation |
| Oprindelig kilde | 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 ↗ | 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 ↗ |
| Aliasser | Arellano-Bond GMM, AB-GMM, difference GMM estimator, dynamic panel GMM | dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model |
| Relaterede | 5 | 5 |
| Resumé≠ | The Arellano-Bond GMM estimator addresses the two core problems of dynamic panel models — individual fixed effects correlated with the regressors, and the endogeneity introduced by a lagged dependent variable — by first-differencing to remove fixed effects and then using lagged levels of the dependent variable as internal instruments. | 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. |
| ScholarGateDatasæt ↗ |
|
|