Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Mínimos Cuadrados Generalizados No Lineales (NGLS)× | Estimación por el Método Generalizado de Momentos (GMM)× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1975 | 1982 |
| Autor original≠ | Gallant (1975); extended by Davidson & MacKinnon | Lars Peter Hansen; Arellano & Bond (dynamic panel) |
| Tipo≠ | Nonlinear estimator | Moment-condition estimator |
| Fuente seminal≠ | Gallant, A. R. (1987). Nonlinear Statistical Models. Wiley. ISBN: 978-0471802600 | Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054. DOI ↗ |
| Alias | NGLS, nonlinear generalized least squares, feasible nonlinear GLS, FNGLS | generalized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM) |
| Relacionados≠ | 2 | 5 |
| Resumen≠ | Nonlinear Generalized Least Squares extends the classical GLS framework to regression models where the mean function is nonlinear in the parameters. It accounts for non-spherical errors — heteroscedasticity or autocorrelation — by pre-weighting the nonlinear objective with an estimated error covariance matrix, yielding consistent and asymptotically efficient estimates. | 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. |
| ScholarGateConjunto de datos ↗ |
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