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Estimación por el Método Generalizado de Momentos (GMM)×Regresiones Aparentemente No Relacionadas (SUR)×
CampoEconometríaEconometría
FamiliaRegression modelRegression model
Año de origen19821962
Autor originalLars Peter Hansen; Arellano & Bond (dynamic panel)Arnold Zellner
TipoMoment-condition estimatorSystem regression (multi-equation)
Fuente seminalHansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054. DOI ↗Zellner, A. (1962). An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias. Journal of the American Statistical Association, 57(298), 348-368. DOI ↗
Aliasgeneralized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM)SUR, Zellner's SUR, seemingly unrelated regression equations, Görünürde İlişkisiz Regresyon (SUR)
Relacionados55
ResumenThe 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.Seemingly Unrelated Regressions, introduced by Arnold Zellner in 1962, is a system regression method that estimates several linear equations jointly when their error terms are correlated across equations. By exploiting that cross-equation correlation through generalized least squares, it is more efficient than estimating each equation separately by OLS.
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  3. PUBLISHED

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ScholarGateComparar métodos: GMM Estimation · Seemingly Unrelated Regression. Recuperado el 2026-06-19 de https://scholargate.app/es/compare