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Robust Difference GMM/Evidence
Method evidence record

Robust Difference GMM

Robust Difference GMM applies the Arellano-Bond first-difference GMM estimator with heteroscedasticity- and autocorrelation-consistent (HAC) or Windmeijer-corrected standard errors, delivering valid inference for dynamic panel models even when error variances are non-constant or residuals are cross-sectionally correlated.

Sources recorded, not reviewed

Source record

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

Robust Difference Generalized Method of Moments Estimator
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. The Review of Economic Studies, 58(2), 277-297. · DOI 10.2307/2297968
  • Roodman, D. (2009). How to do xtabond2: An introduction to difference and system GMM in Stata. The Stata Journal, 9(1), 86-136. · DOI 10.1177/1536867X0900900106
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

No curated claims yet

This view does not invent a claim assessment when the ledger has none.

Related methods

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

Taxonomic bucketDifference GMMmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketDynamic Panel Data Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Arellano-Bond GMMmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Fixed Effects Modelmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel System GMMmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketRobust System GMMmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

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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