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| Modelo de datos de panel dinámico de Fourier× | Estimador de Mínimos Cuadrados Generalizados (GMM) de Arellano-Bond× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 2004-2012 | 1991 |
| Autor original≠ | Enders & Lee (2012); Becker, Enders & Hurn (2004) | Manuel Arellano and Stephen Bond |
| Tipo≠ | Dynamic panel model with Fourier approximation | GMM estimator for dynamic panel data |
| Fuente seminal≠ | Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574-599. 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 ↗ |
| Alias | Fourier dynamic panel, Fourier DPDM, smooth break dynamic panel, trigonometric dynamic panel | AB-GMM, Difference GMM, first-difference GMM, Arellano-Bond estimator |
| Relacionados≠ | 6 | 5 |
| Resumen≠ | The Fourier dynamic panel data model extends standard dynamic panel specifications by incorporating low-frequency trigonometric (Fourier) terms to flexibly capture smooth, gradual structural breaks or time-varying patterns in the data, without requiring knowledge of the exact number or timing of breaks. | The Arellano-Bond GMM estimator is the standard approach for dynamic panel data models in which the lagged dependent variable appears as a regressor. By first-differencing to remove fixed effects and using deeper lags as instruments, it yields consistent estimates even when the error is serially correlated and regressors are endogenous. |
| ScholarGateConjunto de datos ↗ |
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