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Fourier Arellano-Bond GMM/Evidence
Method evidence record

Fourier Arellano-Bond GMM

Fourier Arellano-Bond GMM is a dynamic panel estimator that augments the classic Arellano-Bond first-differenced GMM framework with Fourier trigonometric terms to capture smooth, gradual structural breaks in the time dimension. It handles endogeneity through lagged-level instruments while remaining robust to unknown nonlinear trends that standard difference GMM ignores.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Fourier-Augmented Arellano-Bond Generalized Method of Moments
Taxonomic method record · regression-model / econometrics
  • 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 10.2307/2297968
  • Gallant, A. R. (1981). On the bias in flexible functional forms and an essentially unbiased form: The Fourier flexible form. Journal of Econometrics, 15(2), 211-245. · DOI 10.1016/0304-4076(81)90115-9
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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketDynamic Panel Data Modelmachine-suggested · Relational suggestion, not evidence.Same method familyPanel Fixed Effectsmachine-suggested · Relational suggestion, not evidence.

Evidence status

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Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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