Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Estimación por el Método Generalizado de Momentos (GMM)× | Modelo de regresión censurada de Tobit× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1982 | 1958 |
| Autor original≠ | Lars Peter Hansen; Arellano & Bond (dynamic panel) | James Tobin |
| Tipo≠ | Moment-condition estimator | Censored regression (limited dependent variable) |
| Fuente seminal≠ | Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054. DOI ↗ | Tobin, J. (1958). Estimation of Relationships for Limited Dependent Variables. Econometrica, 26(1), 24-36. DOI ↗ |
| Alias≠ | generalized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM) | censored regression, limited dependent variable model, Tobit Modeli (Sansürlü Regresyon) |
| Relacionados≠ | 5 | 4 |
| Resumen≠ | The 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. | The Tobit model is a regression for outcomes that are censored at a threshold, estimating the relationship by maximum likelihood. Introduced by James Tobin in 1958, it addresses the pile-up of observations at a limit (typically zero) in data such as spending, wages, or duration. |
| ScholarGateConjunto de datos ↗ |
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